Volatility estimation via hidden Markov models

Alessandro Rossi and Giampiero Gallo ()

Journal of Empirical Finance, 2006, vol. 13, issue 2, 203-230

Date: 2006
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Citations: View citations in EconPapers (20)

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Working Paper: Volatility Estimation via Hidden Markov Models (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:13:y:2006:i:2:p:203-230

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