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~subject:"Bond"
~subject:"Börsenkurs"
~subject:"Predictability"
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Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo
- In:
Stock market volatility
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(pp. 91-133)
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2009
Persistent link: https://www.econbiz.de/10003830408
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Markov switching models in asset pricing research
Guidolin, Massimo
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Handbook of research methods and applications in …
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(pp. 3-44)
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2013
Persistent link: https://www.econbiz.de/10011897349
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