Fundamentals and asset price dynamics

Statistical Methods and Applications

Volumn 12, Issue 2, 2003, Pages 211-226

  Gardini, Attilio ^a   Cavaliere, Giuseppe ^a   Costa, Michele ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Asset prices; Markov switching; Nonlinear models

Indexed keywords

EID: 84879134531     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-003-0053-3     Document Type: Article

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