Volatility estimation via hidden Markov models
| Year of publication: |
2006
|
|---|---|
| Authors: | Rossi, Alessandro ; Gallo, Giampiero M. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 13.2006, 2, p. 203-230
|