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
- 2012
- Auteurs
- Gatumel, Mathieu
- Conference Name
- 15th Annual Conference of the Swiss Society for Financial Market Research
- Conference Location
- Zurich, Suisse
Soumis le 10 mai 2019