Title of article
Volatility estimation via hidden Markov models
Author/Authors
Alessandro Rossi، نويسنده , , Giampiero M. Gallo، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2006
Pages
28
From page
203
To page
230
Keywords
stochastic volatility , forecasting , SWARCH , Markov chain , GARCH
Journal title
Journal of Empirical Finance
Serial Year
2006
Journal title
Journal of Empirical Finance
Record number
130826
Link To Document