Active portfolio management in the Andean countries’stock markets with Markov-Switching GARCH models

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Bibliographic Details
Main Author:	Oscar V. De la Torre-Torres
Format:	Artículo científico
Language:	en
Published:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2019
Subjects:	Economía y Finanzas Markov Switching GARCH Risk management Andean region stocks Computational Finance
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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