Author:
Krishnamurthy Vikram,Leoff Elisabeth,Sass Jörn
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference32 articles.
1. Portfolio optimization with Markov-modulated stock prices and interest rates;Bäuerle;IEEE Trans. Automatic Control,2004
2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econom.,1986
3. Rational Herds: Economic Models of Social Learning;Chamley,2004
4. On the estimation of regime-switching Lévy models;Chevallier;Stud. Nonlin. Dyn. Econom,2016
5. Empirical properties of asset returns: stylized facts and statistical issues;Cont;Quant. Finance,2001
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献