Temporal aggregation of Markov-switching financial return models (Q3077477)
From MaRDI portal
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
22 February 2011
0 references
temporal aggregation
0 references
Markov-switching financial return models
0 references
characteristic function
0 references
0 references
0 references
0 references
