Modelling stock market excess returns by Markov modulated Gaussian noise :: University of Glasgow, Dept. of Economics 1998 :: OBNB, the Open British National Bibliography

Publication Data

Title Modelling stock market excess returns by Markov modulated Gaussian noise
Contributors Jonathan H. Manton, Jonathan H. Manton
Publisher University of Glasgow, Dept. of Economics
Publication date 1998
Publication location Glasgow
Language English

Topics

Random noise theory
Rate of return :: Mathematical models
Stocks :: Prices :: Mathematical models

Catalogue Data

OBNB ID GB9842731
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 12 p.
P1042 Includes bibliographical references.

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Modelling stock market excess returns by Markov modulated Gaussian noise. Published by University of Glasgow, Dept. of Economics in 1998. Publication and catalogue information, links to buy online and reader comments.