Regime Changes and Financial Markets
Year of publication: |
2012
|
---|---|
Authors: | Ang, Andrew ; Timmermann, Allan |
Published in: |
Annual Review of Financial Economics. - Annual Reviews, ISSN 1941-1367. - Vol. 4.2012, 1, p. 313-337
|
Publisher: |
Annual Reviews |
Subject: | regime switching | nonlinear equilibrium asset pricing models | mixture distributions | rare events | jumps |
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