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The Number of Regimes Across Asset Returns : Identification and Economic Value

Author

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  • Mathieu Gatumel

    (CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Mathieu Gatumel, 2011. "The Number of Regimes Across Asset Returns : Identification and Economic Value," Post-Print halshs-00960595, HAL.
    • Handle: RePEc:hal:journl:halshs-00960595
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    Cited by:

    1. repec:dau:papers:123456789/11711 is not listed on IDEAS
    2. Donatien Hainaut & Yang Shen & Yan Zeng, 2018. "How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?," Annals of Operations Research, Springer, vol. 262(2), pages 519-545, March.
    3. Donatien Hainaut & Yan Shen & Yan Zeng, 2016. "How do capital structure and economic regime affect fair prices of bank's equity and liabilities?," Post-Print hal-01394133, HAL.
    4. Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(15), pages 1383-1402, October.

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