Grant: Standard Research Grants
University of Toronto
$3,000.00
Explaining asset return dynamics with Markov switching models
EF 2001-02
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
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
