| 000 | 00645nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aEllott, Robert J Et al | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aMoment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models | ||
| 246 | _f2008 | ||
| 260 | _c2008 | ||
| 300 |
_bV. 11 _cIssue. 2 _a244-270 |
||
| 366 | _b2008 | ||
| 366 | _bJuly | ||
| 650 | _aEconometrics | ||
| 653 | _aGeneralized method of moments;Markov switching model;Moments based estimator;Parameter estimation;Regime switching; | ||
| 942 | _cJA | ||
| 999 |
_c42873 _d42873 |
||