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1
Markov switching models in empirical finance
Guidolin, Massimo
-
2012
-
This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
Saved in:
2
Markov switching models in asset pricing research
Guidolin, Massimo
- In:
Handbook of research methods and applications in …
,
(pp. 3-44)
.
2013
Persistent link: https://www.econbiz.de/10011897349
Saved in:
3
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo
-
1999
Persistent link: https://www.econbiz.de/10001446623
Saved in:
4
International asset prices and portfolio choices under Bayesian learning
Guidolin, Massimo
- In:
Research in economics : an international review of economics
57
(
2003
)
4
,
pp. 383-437
Persistent link: https://www.econbiz.de/10001846030
Saved in:
5
Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo
- In:
Stock market volatility
,
(pp. 91-133)
.
2009
Persistent link: https://www.econbiz.de/10003830408
Saved in:
6
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
Saved in:
7
Markov switching models in empirical finance
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698156
Saved in:
8
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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9
Pessimistics beliefs under rational learning: Quantitative implications for the equity premium puzzle
Guidolin, Massimo
- In:
Journal of economics & business
58
(
2006
)
2
,
pp. 85-118
Persistent link: https://www.econbiz.de/10003290028
Saved in:
10
High equity premia and crash fears : rational foundations
Guidolin, Massimo
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
3
,
pp. 693-708
Persistent link: https://www.econbiz.de/10003347040
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