Strategic asset allocation with switching dependence
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 8 (2012)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=112370
Copula; Switching regime; C5;
Find related papers by JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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