A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE (Q3421819)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE |
scientific article |
Statements
A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE (English)
0 references
8 February 2007
0 references
hidden Markov models
0 references
filtering
0 references
uncovered interest rate parity
0 references
0 references
0 references
