The Number of Regimes Across Asset Returns: Identification and Economic Value
Références
- Titre
- The Number of Regimes Across Asset Returns: Identification and Economic Value
- Type de publication
- Conference Paper
- Année de publication
- 2011
- Auteurs
- Gatumel, Mathieu
- Conference Name
- 5th International conference on Computational and Financial Econometrics (CFE'11)
- Conference Location
- Londres, Royaume-Uni
Soumis le 10 mai 2019