Markov switching models in asset pricing research
Year of publication: |
2013
|
---|---|
Authors: | Guidolin, Massimo |
Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, UK : Edward Elgar, ISBN 978-1-78254-017-5. - 2013, p. 3-44
|
Subject: | Theorie | Theory | Markov-Kette | Markov chain | CAPM | Börsenkurs | Share price |
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