The Number of Regimes Across Asset Returns: Identification and Economic Value

Mathieu Gatumel ()
Additional contact information
Mathieu Gatumel: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: The Number of Regimes Across Asset Returns; Identification and Economic Value (search for similar items in EconPapers)
Date: 2012-03-21
References: Add references at CitEc
Citations:

Published in 15th Annual Conference of the Swiss Society for Financial Market Research, Mar 2012, Zürick, Switzerland

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:hal:journl:halshs-00960590

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().