Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective

Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective

Bibliographic Details
Main Authors: Wasim, Ahmad, Sanjay, Sehgal
Format: text
Language:eng
Published: Emerald 2015
Subjects:
Emerging markets,Markov switching model,Regime shifts,Synchronization,Asset allocation,C22,C51,E44,F21,G15

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