Stylized facts of daily return series and the hidden Markov model

Publisher Website

1 May 1998

journal article
Published by Wiley in Journal of Applied Econometrics

Vol. 13 (3), 217-244
https://doi.org/10.1002/(sici)1099-1255(199805/06)13:3<217::aid-jae476>3.0.co;2-v

Abstract

No abstract available

Keywords

Cited by 228 articles