Stylized facts of daily return series and the hidden Markov model
| Hlavní autoři: | , , |
|---|---|
| Korporativní autor: | |
| Typ dokumentu: | Kniha |
| Jazyk: | angličtina |
| Rok: |
Stockholm :
Stockholm School of Economics,
1996
|
| Edice: | Working paper series in economics and finance;
no. 117; June 1996 |
| Témata: |