On the public citation graph

Factor and Industry Allocation using Markov-Switching Model

0 signed · 15 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s11408-006-0018-2openalex-extracted

The Effect of Market Regimes on Style Allocation

inferredcites →https://doi.org/10.1016/j.econmod.2012.11.013openalex-extracted

Regime-switching in volatility and correlation structure using range-based models with Markov-switching

inferredcites →https://doi.org/10.1080/1350486x.2017.1333015openalex-extracted

Regime-switching stochastic volatility model: estimation and calibration to VIX options

inferredcites →https://doi.org/10.1093/rfs/15.4.1137openalex-extracted

International Asset Allocation With Regime Shifts

inferredcites →https://doi.org/10.1109/tit.1967.1054010openalex-extracted

Error bounds for convolutional codes and an asymptotically optimum decoding algorithm

inferredcites →https://doi.org/10.1111/j.1468-0297.2004.00962.xopenalex-extracted

Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns

inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted

On Persistence in Mutual Fund Performance

inferredcites →https://doi.org/10.1146/annurev-financial-110311-101808openalex-extracted

Regime Changes and Financial Markets

inferredcites →https://doi.org/10.1214/aoms/1177697196openalex-extracted

A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

inferredcites →https://doi.org/10.1214/aoms/1177732979openalex-extracted

The Generalization of Student's Ratio

inferredcites →https://doi.org/10.2307/1912559openalex-extracted

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

inferredcites →https://doi.org/10.2469/faj.v68.n3.3openalex-extracted

Regime Shifts: Implications for Dynamic Strategies (corrected)

inferredcites →https://doi.org/10.3386/w10431openalex-extracted

The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875-1997

inferredcites →https://doi.org/10.3905/jpm.1997.102openalex-extracted

Global Risk Management

inferredcites →https://doi.org/10.1214/aos/1176344136openalex-snapshot

Estimating the Dimension of a Model

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.