Temporal aggregation of Markov-switching financial return models (Q3077477)

From MaRDI portal
Revision as of 07:38, 30 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Temporal aggregation of Markov-switching financial return models
scientific article

    Statements

    Temporal aggregation of Markov-switching financial return models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 February 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    temporal aggregation
    0 references
    Markov-switching financial return models
    0 references
    characteristic function
    0 references