Pierre Guérin
4 published titles
Markov-switching MIDAS models
1 edition
- Centre for Economic Policy Research
- 2011
- Details
Regime switches in the risk-return trade-off
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Do high frequency financial data help forecast oil prices? : the Midas touch
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Markov-switching mixed-frequency VAR models
(Contributor)
1 edition
- Centre for Economic Policy Research
- 2014
- Details
