Robust parameter estimation for asset price models with Markov modulated volatilities
| Year of publication: |
2003
|
|---|---|
| Authors: | Elliott, R. J. ; Malcolm, W. P. ; Tsoi, Allanus H. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 8, p. 1391-1409
|
| Publisher: |
Elsevier |