Temporal aggregation of Markov-switching financial return models (Q3077477)
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scientific article; zbMATH DE number 5855564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Temporal aggregation of Markov-switching financial return models |
scientific article; zbMATH DE number 5855564 |
Statements
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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0.9178952
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0.89882034
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0.8923578
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0.8684702
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0.85762674
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0.8562668
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0.8562028
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