Title of article
Drift and volatility estimation in discrete time
Author/Authors
Robert J. Elliott، نويسنده , , William C. Hunter، نويسنده , , Barbara M. Jamieson، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
10
From page
209
To page
218
Keywords
Volatility , Hidden Markov Models , parameter estimation
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237502
Link To Document