Author： Fleming Jeff Kirby Chris
Publisher： Oxford University Press
ISSN： 1479-8417
Source： Journal of Financial Econometrics, Vol.11, Iss.2, 2013-03, pp. : 263-301
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Forecasting hedge fund volatility: a Markov regime-switching approach
The European Journal of Finance, Vol. 19, Iss. 4, 2013-04 ,pp. :
Access to resources
Recommend
Bounds of ruin probability for regime-switching models using time scale separation
By Yin G.
Scandinavian Actuarial Journal, Vol. 2006, Iss. 2, 2006-03 ,pp. :
Detecting log-periodicity in a regime-switching model of stock returns
By Chang George Feigenbaum James
Quantitative Finance, Vol. 8, Iss. 7, 2008-10 ,pp. :