Electronic Journal of Applied Statistical Analysis

Alvarez-García, José, University of Extremadura, Spain Avenida Universidad No. 47 Departamento de Economia Financiera y Contabilidad Zip code 10071 Extremadura, Cáceres, Spain, Spain

• 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