Regime dependent dynamics and European stock markets : is asset allocation really possible?
Year of publication: |
2015
|
---|---|
Authors: | Ahmad, Wasim ; Bhanumurthy, N. R. ; Sehgal, Sanjay |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 42.2015, 1, p. 77-107
|
Subject: | Markov switching model | European stock markets | Regime shifts | Synchronization | Asset allocation | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Europa | Europe | Schätzung | Estimation | Deutschland | Germany |
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