Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey

Massimo Guidolin, David Drukker (Editor)

Research output: Chapter in Book/Conference proceedingChapter

Original languageEnglish
Title of host publicationAdvances in Econometrics
Subtitle of host publicationMissing Data Methods: Time-Series Methods and Applications
Place of PublicationUnited Kingdom
PublisherEmerald Publishing Limited
Pages87-178
Volume2
Edition1
Publication statusPublished - 2011

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