Academic texts about markov regime switching models

1 publications

Dynamic asset allocation under regime switching. An in-sample and out-of-sample study under the Copula-Opinion Pooling framework

Autor:in: Andrea Bartolucci (Author)

Subject: Business economics - Investment and Finance

Category: Master's Thesis , 2016 250 Pages , Grade: 110/110 summa cum laude

Catalog Number: 349755

Price: US$ 0.99