Stylized facts of financial time series and hidden semi-Markov models
| Year of publication: |
2006
|
|---|---|
| Authors: | Bulla, Jan ; Bulla, Ingo |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2192-2209
|
| Publisher: |
Elsevier |