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Modelling stock market excess returns by Markov modulated Gaussian noise

Author: Jonathan H Manton; University of Glasgow. Department of Economics.
Publisher: Glasgow : University of Glasgow, Dept. of Economics, 1998.
Series: Discussion papers in economics (University of Glasgow. Department of Economics), no 9806.
Edition/Format:   Book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Jonathan H Manton; University of Glasgow. Department of Economics.
OCLC Number: 39270862
Description: 12 pages : illustrations ; 21 cm.
Series Title: Discussion papers in economics (University of Glasgow. Department of Economics), no 9806.
Responsibility: Jonathan H. Manton [and others].

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