Stylized facts of daily return series and the hidden Markov model
Tobias Rydén ; Timo Teräsvirta ; Stefan °Asbrink
| Year of publication: |
1996
|
|---|---|
| Authors: | Rydén, Tobias ; Teräsvirta, Timo ; Åsbrink, Stefan E. |
| Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
| Publisher: |
Stockholm : Economic Research Inst. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Aktienindex | Stock index |
| Extent: | 50 S. : graph. Darst |
|---|---|
| Series: | Working paper series in economics and finance. - Stockholm, ISSN 1104-4705, ZDB-ID 2544046-9. - Vol. 117 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000947704