Grant: Standard Research Grants
University of Toronto
$3,000.00
Explaining asset return dynamics with Markov switching models
FY 2001-02
Program
Standard Research Grants
Recipient
Location
Ontario, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
2508
Name nom
Maheu, John
Role
Applicant
Award amount
3000.00
Fiscal year exercice financier
2001
Institution
University of Toronto
Établissement
University of Toronto
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
2000
Title
Explaining asset return dynamics with Markov switching models
Keywords
econometrics; nonlinear time-series; volatility; forecasting; risk premium
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Econometrics, Economic Statistics
Discipline fr
Économétrie, statistiques économiques
Main discipline en
Economics
Main discipline fr
Sciences économiques
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
