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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130826
بازگشت