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Finance research letters
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
Haas, Markus
- In:
Finance research letters
7
(
2010
)
2
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009272769
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A note on optimal portfolios under regime-switching
Haas, Markus
- In:
Finance research letters
19
(
2016
),
pp. 209-216
Persistent link: https://www.econbiz.de/10011657640
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