Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295)
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scientific article; zbMATH DE number 6811866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing |
scientific article; zbMATH DE number 6811866 |
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Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (English)
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23 November 2017
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finance
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commodities
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stochastic discount factor
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hidden Markov model
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