Stylized Facts of Daily Return Series and the Hidden Markov Model
| Year of publication: |
1998
|
|---|---|
| Authors: | Rydén, T. ; Teräsvirta, T. ; Äsbrink, S. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 13.1998, 3, p. 217-244
|