Pages that link to "Item:Q3077477"
From MaRDI portal
The following pages link to Temporal aggregation of Markov-switching financial return models (Q3077477):
Displaying 4 items.
- Temporal aggregation of equity return time-series models (Q929677) (← links)
- Moments of Markov switching models (Q1973430) (← links)
- A note on the autocorrelation properties of temporally aggregated Markov switching Gaussian models (Q2483447) (← links)
- Option pricing when asset returns jump interruptedly (Q6570855) (← links)