Electronic Journal of Applied Statistical Analysis

Galeana-Figueroa, Evaristo, Michoacan State University of Saint Nicholas and Hidalgo (UMSNH), Francisco J Mújica S/N (Ciudad Universitaria), Edificio A2, 58030 Morelia, Michoacán, Mexico, Mexico

• Vol 11, No 2 (2018): Electronic Journal of Applied Statistical Analysis - Original Paper
  Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: a performance test
  Abstract  pdf