Markov switching in portfolio choice and asset pricing models: A survey

Advances in Econometrics

Volumn 27 B, Issue , 2011, Pages 87-178

  Guidolin, Massimo ^a  

^a NONE

Author keywords

Markov switching; No arbitrage pricing; Price of regime risk; Regimes; Risk return trade off; Volatility feedback

Indexed keywords

EID: 84885130853     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0731-9053(2011)000027B005     Document Type: Review

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