Pages that link to "Item:Q1681295"

The following pages link to Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295):

Displaying 7 items.

• Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
• Forecasting commodity futures returns with stepwise regressions: do commodity-specific factors help? (Q2241123) (← links)
• Adaptive expectations and commodity risk premiums (Q2246712) (← links)
• A nonparametric approach to stochastic discount factor estimation (Q2767972) (← links)
• Latent variable models for stochastic discount factors (Q2771103) (← links)
• Modelling and filtering for dynamic investment in the precious-metals market (Q5044142) (← links)
• A tensor recommendation method based on HMM network and meta-path (Q6658947) (← links)