An operational risk-based regime-switching model for stock prices

Takashi Kanamura

Year of publication:	September 2017
Authors:	Kanamura, Takashi
Published in:	The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 12.2017, 3, p. 1-15
Subject:	asset pricing \| operational risk \| regime-switching model \| volatility \| mean reversion \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Mean Reversion \| Mean reversion \| Operationelles Risiko \| Operational risk \| CAPM \| Schätzung \| Estimation

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