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

Mathieu Gatumel ()
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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

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Keywords: Number of Regimes Across Asset Returns; Identification and Economic Value (search for similar items in EconPapers)
Date: 2011-12-17
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Citations: View citations in EconPapers (4)

Published in 5th International Conference on Computational and Financial Econometrics, Dec 2011, londres, United Kingdom

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00960595

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