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subject:"Markov chain"
~isPartOf:"Journal of economic dynamics & control"
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Robust parameter estimation for asset price models with Markov modulated volatilities
Elliott, Robert J. R.
;
Malcolm, W. P.
;
Tsoi, Allanus H.
- In:
Journal of economic dynamics & control
27
(
2003
)
8
,
pp. 1391-1409
Persistent link: https://www.econbiz.de/10001736104
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