Temporal aggregation of Markov-switching financial return models (Q3077477): Difference between revisions
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Revision as of 23:18, 22 February 2024
scientific article
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English | Temporal aggregation of Markov-switching financial return models |
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Temporal aggregation of Markov-switching financial return models (English)
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22 February 2011
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temporal aggregation
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Markov-switching financial return models
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characteristic function
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