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

Research output: Chapter in Book/Conference proceeding › Chapter

Original language	English
Title of host publication	Advances in Econometrics
Subtitle of host publication	Missing Data Methods: Time-Series Methods and Applications
Place of Publication	United Kingdom
Publisher	Emerald Publishing Limited
Pages	87-178
Volume	2
Edition	1
Publication status	Published - 2011

Cite this

@inbook{dba087e96ef44d6bba9c7dcce6e845a9,

title = "Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey",

author = "Massimo Guidolin and David Drukker",

year = "2011",

language = "English",

volume = "2",

pages = "87--178",

booktitle = "Advances in Econometrics",

publisher = "Emerald Publishing Limited",

address = "United Kingdom",

edition = "1",

}