In April 2016 Manchester eScholar was replaced by the University of Manchester’s new Research Information Management System, Pure. In the autumn the University’s research outputs will be available to search and browse via a new Research Portal. Until then the University’s full publication record can be accessed via a temporary portal and the old eScholar content is available to search and browse via this archive.

Simple VARs cannot approximate optimal markov switching asset allocation decisions: A recursive out-of-sample assessment

Guidolin, M., Hyde, S

Computational Statistics and Data Analysis. 2012;56:3546-3566.

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Bibliographic metadata

Type of resource:
Content type:
Publication form:
Author list:
Published date:
Volume:
56
Start page:
3546
End page:
3566
Digital Object Identifier:
10.1016/j.csda.2010.10.006
Access state:
Active

Institutional metadata

University researcher(s):

Record metadata

Manchester eScholar ID:
uk-ac-man-scw:109371
Created by:
Hyde, Stuart
Created:
21st January, 2011, 14:58:55
Last modified by:
Hyde, Stuart
Last modified:
5th August, 2015, 13:26:17

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