Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
Moments of Multivariate Regime Switching with Application to Risk-Return Trade-Off.
Taamouti, A.
Authors
Citation
Taamouti, A. (2012). Moments of Multivariate Regime Switching with Application to Risk-Return Trade-Off. Journal of Empirical Finance, 19(2), 292-308
| Journal Article Type | Article |
|---|---|
| Publication Date | 2012 |
| Deposit Date | Aug 28, 2014 |
| Journal | Journal of Empirical Finance |
| Print ISSN | 0927-5398 |
| Electronic ISSN | 1879-1727 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 19 |
| Issue | 2 |
| Pages | 292-308 |
| Public URL | https://durham-repository.worktribe.com/output/1421913 |
You might also like
Covid-19 Control and the Economy: Test, Test, Test
(2021)
Journal Article
Testing the Eigenvalue Structure of Spot and Integrated Covariance
(2021)
Journal Article
A Nonparametric Measure of Heteroskedasticity
(2020)
Journal Article
Downloadable Citations
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
SheetJS Community Edition
Apache License Version 2.0 (http://www.apache.org/licenses/)
PDF.js
Apache License Version 2.0 (http://www.apache.org/licenses/)
Font Awesome
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search