Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models

✍ Scribed by Robert J. Elliott; Vikram Krishnamurthy; Jörn Sass

• Book ID: 110880087
• Publisher: John Wiley and Sons
• Year: 2008
• Tongue: English
• Weight: 200 KB
• Volume: 11
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2008.00246.x