The Weighted-Indexed Semi-Markov Model : Calibration and Application to Financial Modelling
Year of publication: |
2022
|
---|---|
Authors: | De Blasis, Riccardo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4212391 [DOI] |
Classification: | C63 - Computational Techniques ; c38 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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