The Markov regime switching model as a trading tool :: Babak Eftekhari :: University of Cambridge, Department of Applied Economics 1997 :: OBNB, the Open British National Bibliography

Publication Data

Title The Markov regime switching model as a trading tool
Author Babak Eftekhari
Contributor
Publisher University of Cambridge, Department of Applied Economics
Publication date 1997
Publication location Cambridge
Language English

Topics

Markov processes
Stock exchanges :: Mathematical models
Stocks :: Prices :: Mathematical models

Catalogue Data

OBNB ID GB9839542
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 46 p.
P1042 Includes bibliographical references.

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The Markov regime switching model as a trading tool by Babak Eftekhari. Published by University of Cambridge, Department of Applied Economics in 1997. Publication and catalogue information, links to buy online and reader comments.