Fundamentals and asset price dynamics

DOI10.1007/S10260-003-0053-3zbMATH Open1145.62385OpenAlexW41130631WikidataQ126568543 ScholiaQ126568543MaRDI QIDQ1767006FDOQ1767006

Attilio Gardini, Michele Costa, Giuseppe Cavaliere

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-003-0053-3

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zbMATH Keywords

nonlinear modelsMarkov-switchingasset prices

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• MARKET FORCES AND DYNAMIC ASSET PRICING

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