Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
ShareCopied to clipboardCan VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective is a book. It was written by Massimo Guidolin and published by Manchester Business School in 2010.
Key facts
- author: Massimo Guidolin
- publication date: 2010
- book publisher: Manchester Business School
- book series: Manchester Business School working paper
- book subjects: Asset allocation, Stocks-Rate of return-Econometric models
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"Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective" is one of the books by Massimo Guidolin, books by Manchester Business School and 2,617,384 books in our database.
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