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://jda-test.zbw.eu/dataset/32eaeabf-5a1d-45e0-b78c-9c6f2afec84f/resource/3535b53c-59b2-45d1-8cd4-74508799f216/download/guidolin-timm.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |