Parameter estimation of an asset price model driven by a weak hidden Markov chain
| Year of publication: |
2011
|
|---|---|
| Authors: | Xi, Xiaojing ; Mamon, Rogemar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 1, p. 36-47
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