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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective
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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective

Massimo Guidolin

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Title from PDF title page (viewed on 24 Nov., 2010).

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Can VAR models capture regime shifts in asset returns? : a long-horizon strategic asset allocation perspective by Massimo Guidolin. Published by Manchester Business School in 2010. Publication and catalogue information, links to buy online and reader comments.

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