The Number of Regimes Across Asset Returns : Identification and Economic Value
Year of publication: |
2012
|
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Authors: | Gatumel, Mathieu |
Other Persons: | Ielpo, Florian (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 9, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1925058 [DOI] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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