Markov switching models in empirical finance

Advances in Econometrics

Volumn 27 B, Issue , 2011, Pages 1-86

  Guidolin, Massimo ^a  

^a NONE

Author keywords

Autoregressive conditional heteroskedasticity; Markov switching; Nonlinearities; Predictability; Regime shifts; Regimes

Indexed keywords

EID: 84872420543     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0731-9053(2011)000027B004     Document Type: Review

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