Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: A performance test

Literals

• ou:eid
  • 2-s2.0-85055204882
• dcterms:creator
  • De La Torre O.V.
• dcterms:contributor
• fabio:hasPublicationYear
  • 2018
• bibo:eissn
  • 2070-5948
• bibo:doi
  • 10.1285/i20705948v11n2p489
• vivo:identifier
  • 2018-524
• bibo:page_range
  • 489-505
• dcterms:publisher
  • Electronic Journal of Applied Statistical Analysis
• ou:tipoPublicacion
  • Article
• dcterms:title
  • Using Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: A performance test
• vcard:url
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85055204882&origin=inward
• ou:urlScopus
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85055204882&origin=inward
• bibo:volume
  • 11

Typed Literals

• dcterms:created
  • 2018-01-01T00:00:00 (xsd:dateTime)
• ou:vecesCitado
  • 11 (xsd:integer)

Relations

• ou:publicadaEnRevista
  • Electronic Journal of Applied Statistical Analysis

Inverse Relations

• Has related: ou:tienePublicacion
  • JOSÉ ÁLVAREZ GARCÍA