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