Persistence of averages in financial Markov Switching models: A large deviations approach Journal Article uri icon

Overview

publication date

  • September 1, 2020

has restriction

  • closed

Date in CU Experts

  • June 30, 2020 9:30 AM

Full Author List

  • Stutzer M

author count

  • 1

citation count

  • 2

Other Profiles

International Standard Serial Number (ISSN)

  • 0378-4371

Electronic International Standard Serial Number (EISSN)

  • 1873-2119

Additional Document Info

volume

  • 553

number

  • ARTN 124237