Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295)
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scientific article; zbMATH DE number 6761420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing using trading volumes in a hidden regime-switching environment |
scientific article; zbMATH DE number 6761420 |
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Asset pricing using trading volumes in a hidden regime-switching environment (English)
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17 August 2017
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asset pricing
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trading volumes
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hidden Markov models
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filtering
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Esscher transform
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PDIE
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0.86988425
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0.8530345
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0.8479036
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0.84419584
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0.8440298
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0.8428108
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0.8426764
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0.84076107
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0.8385062
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