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“A regime-switching model of long-term stock returns” by Mary Hardy, April 2001 (discussion). (English) Zbl 1084.62538


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B28 Finance etc. (MSC2000)

Citations:

Zbl 1083.62530
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