Forecasting Prices in Regime-Switching Markets

Luis E. Pereiro and Martín González-Rozada
The Journal of Portfolio Management Summer 2015, 41 (4) 133-139; DOI: https://doi.org/10.3905/jpm.2015.41.4.133

Article Information

vol. 41 no. 4 133-139
DOI 
https://doi.org/10.3905/jpm.2015.41.4.133
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 31, 2015.
Copyright & Usage 
© 2015 Pageant Media Ltd

Author Information

  1. Luis E. Pereiro
    1. is a professor of international finance at the Business School, Universidad Torcuato Di Tella in Buenos Aires, Argentina. (lpereiro{at}utdt.edu)
  2. Martín González-Rozada
    1. is a professor of econometrics at the Economics Department, Universidad Torcuato Di Tella in Buenos Aires, Argentina. (mrozada{at}utdt.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Forecasting Prices in Regime-Switching Markets
Luis E. Pereiro, Martín González-Rozada
The Journal of Portfolio Management Jul 2015, 41 (4) 133-139; DOI: 10.3905/jpm.2015.41.4.133
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