Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
| Year of publication: |
2008
|
|---|---|
| Authors: | Elliott, Robert J. ; Krishnamurthy, Vikram ; Sass, Jörn |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 11.2008, 2, p. 244-270
|