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Regime switches in the risk–return trade-off

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References

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1996Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP645 cited
1992

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The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

623 cited

1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models551 cited

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