Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 1 of 1.

  1. Estimating stochastic discount factor models with Hidden regimes
    applications to commodity pricing
    Author: Giampietro, Marta; Guidolin, Massimo; Pedio, Manuela
    Published: [2017]
    Publisher:  IGIER, Università Bocconi, Milano, Italy

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: June, 2017
    Series: Working paper series / IGIER ; n. 614
    Subjects: Finance; Commodities; Stochastic Discount Factor; Hidden Markov model
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen