A Practical Guide to Regime Switching in Financial Economics

Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, Qi Zhang

Research output: Chapter in Book/Report/Conference proceeding › Other chapter contribution

Original language	English
Title of host publication	Quantitative Financial Risk Management
Subtitle of host publication	Theory and Practice
Editors	C. Zopounidis, E. Galariotis
Publisher	Wiley-Blackwell
Pages	71-97
Number of pages	27
ISBN (Print)	978-1-118-73818-4
Publication status	Published - 2015

Cite this

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title = "A Practical Guide to Regime Switching in Financial Economics",

author = "Iain Clacher and Mark Freeman and David Hillier and Malcolm Kemp and Qi Zhang",

year = "2015",

language = "English",

isbn = "978-1-118-73818-4",

pages = "71--97",

editor = "C. Zopounidis and E. Galariotis",

booktitle = "Quantitative Financial Risk Management",

publisher = "Wiley-Blackwell",

address = "United States",

}

TY - CHAP

T1 - A Practical Guide to Regime Switching in Financial Economics

AU - Clacher, Iain

AU - Freeman, Mark

AU - Hillier, David

AU - Kemp, Malcolm

AU - Zhang, Qi

PY - 2015

Y1 - 2015

UR - http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118738187.html

M3 - Other chapter contribution

SN - 978-1-118-73818-4

SP - 71

EP - 97

BT - Quantitative Financial Risk Management

A2 - Zopounidis, C.

A2 - Galariotis, E.

PB - Wiley-Blackwell

ER -