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"Estimating stochastic discount factor models with hidden regimes: ..."

Marta Giampietro, Massimo Guidolin, Manuela Pedio (2018)

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DOI: 10.1016/J.EJOR.2017.07.045

access: closed

type: Journal Article

metadata version: 2021-10-14

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Marta Giampietro, Massimo Guidolin, Manuela Pedio:
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. Eur. J. Oper. Res. 265(2): 685-702 (2018)

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