Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295): Difference between revisions
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Revision as of 22:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing using trading volumes in a hidden regime-switching environment |
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Asset pricing using trading volumes in a hidden regime-switching environment (English)
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17 August 2017
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asset pricing
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trading volumes
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hidden Markov models
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filtering
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Esscher transform
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PDIE
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