Parameter estimation of an asset price model driven by a weak hidden Markov chain
Year of publication: |
2011
|
---|---|
Authors: | Xi, Xiaojing ; Mamon, Rogemar |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 1/2, p. 38-46
|
Subject: | CAPM | Markov-Kette | Markov chain |
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