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: The Number of Regimes Across Asset Returns; Identification and Economic Value (search for similar items in EconPapers)
Date: 2011-11-23
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Published in 10ème journée d'économétrie " Développements récents de l'économétrie appliquée à la finance ",, Nov 2011, nanterre, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00960597

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