2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach

Robert Bianchi, Michael Drew and Adam Walk ()

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: regimes; pensions; hidden semi-Markov models (search for similar items in EconPapers)
JEL-codes: G11 G23 (search for similar items in EconPapers)
References: Add references at CitEc
Citations:

Downloads: (external link)
https://research-repository.griffith.edu.au/bitstr ... -markov-approach.pdf (application/pdf)

Related works:
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:gri:fpaper:finance:201208

Access Statistics for this paper

More papers in Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics Contact information at EDIRC.
Bibliographic data for series maintained by Dr. Alexandr Akimov ().