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Switching Regimes Models for financial time series: an empirical study for trading rules

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  • Almeida, N.
  • Pedro L. Valls Pereira

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  • Almeida, N. & Pedro L. Valls Pereira, 2000. "Switching Regimes Models for financial time series: an empirical study for trading rules," Finance Lab Working Papers flwp_21, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    • Handle: RePEc:ibm:finlab:flwp_21
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    File URL: http://www.ibmecsp.edu.br/pesquisa/download.php?recid=683
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    Cited by:

    1. Fernando Henrique De Paula E Silva Mendes & Guilherme Valle Mour, 2014. "Evidências De Bull E Bear Market No Índice Bovespa: Uma Aplicação De Modelos De Regime Markoviano E Duration Dependence," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 138, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

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