guidolin-timm.txt
Creators:
Massimo Guidolin
;
Allan Timmermann
From the dataset abstract
This paper considers a variety of econometric models for the joint distribution of US stock and bond returns in the presence of regime switching dynamics. While simple two- or three-state...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/6197a135-4b93-4129-b46d-39b6c59b65dd/resource/51fcb8f0-e05c-49f7-b55b-c94a72da54ff/download/guidolin-timm.txt |
Last updated | November 15, 2022 |
Created | November 15, 2022 |