Estimating Stochastic Discount Factor Models with Hidden...

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European Journal of Operational Research 2017 / 8

Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing

Giampietro, Marta, Guidolin, Massimo, Pedio, Manuela
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Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2017.07.045
Date:
August, 2017
File:
PDF, 1.37 MB
english, 2017
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