Switching Regime Volatility: An Empirical Evaluation

Applied Quantitative Methods for Trading and Investment

Volumn , Issue , 2005, Pages 193-211

  Roche, Bruno B ^a,c   Rockinger, Michael ^b,d  

^a FREE UNIVERSITY OF BRUSSELS   (Belgium)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

^c Global Management Research group   (Belgium)

^d EPFL   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847229572     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/0470013265.ch6     Document Type: Chapter

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