%0 Journal Article %1 Guidolin2007a %A Guidolin, Massimo %A Timmermann, Allan %D 2007 %J Journal of Economic Dynamics and Control %K Regime switching %N 11 %P 3503--3544 %T Asset allocation under multivariate regime switching %U http://www.sciencedirect.com/science/article/B6V85-4N1SSD8-1/1/1eac5803ee519504553cb1bfd37d4e84 %V 31

@article{Guidolin2007a, added-at = {2008-04-22T15:17:45.000+0200}, author = {Guidolin, Massimo and Timmermann, Allan}, biburl = {https://www.bibsonomy.org/bibtex/2a8b4d8ac1c20ba05f41411192ebb5814/smicha}, interhash = {33f41c7f6c624988337dca767c4684e2}, intrahash = {a8b4d8ac1c20ba05f41411192ebb5814}, journal = {Journal of Economic Dynamics and Control}, keywords = {Regime switching}, month = Nov, number = 11, pages = {3503--3544}, timestamp = {2008-04-22T15:26:47.000+0200}, title = {Asset allocation under multivariate regime switching}, url = {http://www.sciencedirect.com/science/article/B6V85-4N1SSD8-1/1/1eac5803ee519504553cb1bfd37d4e84}, volume = 31, year = 2007 }