search query: @freeterm Markov switching / total: 5
references: 1-5 / 5
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1.
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models
European Journal of Finance
2011 : JAN-FEB, VOL. 17: 1-2, P. 27-48
 2011 Idier, J.
2.
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
European Journal of Finance
2008 : OCT-DEC, VOL. 14:7-8, p. 771-802
 2008 Mergner, S.
Bulla, J.
3.
Can Markov switching models replicate chartist profits in the foreign exchange market?
Journal of International Money and Finance
2001 : FEB, VOL. 20:1, p. 25-41
 2001 Dewachter, H.
4.
Coincident and leading indicators of the stock market
Journal of Empirical Finance
2000 : MAY, VOL. 7:1, p. 87-111
 2000 Chauvet, M.
Potter, S.
5.
Moments of Markov switching models
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 75-111
 2000 Timmermann, A.
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