Asset allocation under multivariate regime switching

Massimo Guidolin and Allan Timmermann

Journal of Economic Dynamics and Control, 2007, vol. 31, issue 11, 3503-3544

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (212)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1889(06)00227-2
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Asset allocation under multivariate regime switching (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:31:y:2007:i:11:p:3503-3544

Access Statistics for this article

Journal of Economic Dynamics and Control is currently edited by J. Bullard, C. Chiarella, H. Dawid, C. H. Hommes, P. Klein and C. Otrok

More articles in Journal of Economic Dynamics and Control from Elsevier
Bibliographic data for series maintained by Catherine Liu ().