Comparing Factor Models Under Regime Switching

• Shamim Ahmed

  Shamim Ahmed

  [email protected]

  https://orcid.org/0000-0003-3712-5213

  University of Liverpool Management School, University of Liverpool, Liverpool L69 7ZH, United Kingdom

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• Cesare Robotti

  Corresponding Author

  Cesare Robotti

  [email protected]

  https://orcid.org/0000-0001-5568-4284

  Warwick Business School, University of Warwick, Coventry CV4 7AL, United Kingdom

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• Daniel Tsvetanov

  Daniel Tsvetanov

  [email protected]

  https://orcid.org/0000-0002-7254-2437

  Norwich Business School, University of East Anglia, Norwich NR4 7TJ, United Kingdom

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• Xiaoxia Ye

  Xiaoxia Ye

  [email protected]

  https://orcid.org/0000-0003-4849-2553

  Nottingham University Business School, University of Nottingham, Nottingham NG8 1BB, United Kingdom

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