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Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective

Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective

Massimo Guidolin; Stuart Hyde

作者Massimo Guidolin; Stuart Hyde
卷第36卷
期第3期
印刷ISSN0378-4266
文件大小4196.75KB
发表时间2012
DOI10.1016/j.jbankfin.2011.10.011

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