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Citation: Pettenuzzo, Davide et Ravazzolo, Francesco, Optimal portfolio choice under deicision-based model combinations, Journal of applied econometrics , 31(7), 2016, pp. 1312-1332
Authors:
Billio, Monica
Casarin, Roberto
Ravazzolo, Francesco
Van Dijk, Herman K.
Citation: Billio, Monica et al., Interconnections between Eurozone and US booms and busts using a Bayesian panel Markov-switching VAR model , Journal of applied econometrics , 31(7), 2016, pp. 1352-1370