Work

Forecasting Prices in Regime-Switching Markets

Year: 2015

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2015.41.4.133

Authors: Luis E. Pereiro, Martín González-Rozada

Institution: Universidad Torcuato Di Tella

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2395044197

FWCI: 1.208

Cites: 26

Cited by: 7

Related to: 10