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Massimo Guidolin
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Book Chapter

Markov Switching Models in Empirical Finance

Series: Advances in Econometrics
Published: 30 November 2011
10.1108/S0731-9053(2011)000027B004
EISBN: 978-1-78052-527-3
ISBN: 978-1-78052-526-6
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Book Chapter

Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey

Series: Advances in Econometrics
Published: 30 November 2011
10.1108/S0731-9053(2011)000027B005
EISBN: 978-1-78052-527-3
ISBN: 978-1-78052-526-6
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Book Chapter

Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns

Series: Frontiers of Economics and Globalization
Published: 29 February 2008
10.1016/S1574-8715(07)00216-3
EISBN: 978-1-84950-540-6
ISBN: 978-0-44452-942-8
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