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Markov switching models in asset pricing research

In: Handbook of Research Methods and Applications in Empirical Finance

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  • Massimo Guidolin
Abstract
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

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  • Massimo Guidolin, 2013. "Markov switching models in asset pricing research," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 1, pages 3-44, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:14545_1
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