Regime switching : Italian financial markets over a century
Year of publication: |
2009
|
---|---|
Authors: | Velucchi, Margherita |
Published in: |
Statistical methods & applications : SMA ; journal of the Italian Statistical Society. - Berlin, Germany : Springer, ISSN 1618-2510, ZDB-ID 2082218-2. - Vol. 18.2009, 1, p. 67-86
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Markov-Kette | Markov chain | Vergleich | Comparison | Italien | Italy | 1901-1911 | 1993-2004 |
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