Robust parameter estimation for asset price models with Markov modulated volatilities
Year of publication: |
2003
|
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Authors: | Elliott, R. J. ; Malcolm, W. P. ; Tsoi, Allanus H. |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 8, p. 1391-1409
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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