Fundamentals and asset price dynamics

DOI10.1007/S10260-003-0053-3MaRDI QIDQ1767006zbMATH OpenOpenAlexWikidataFDO

Authors Attilio Gardini, Giuseppe Cavaliere, Michele Costa

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

zbMATH Keywords

asset pricesMarkov-switchingnonlinear models

Mathematics Subject Classification ID

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

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Cited in

(2)

• Expectation revisions and jumps in asset prices
• MARKET FORCES AND DYNAMIC ASSET PRICING

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