Modelling stock market excess returns by Markov modulated Gaussian noise
By: Jonathan H. Manton ... [et al.].
Contributors: Manton, Jonathan H.; University of Glasgow. Department of Economics.
Series: Economics discussion paper series / University of Glasgow, Department of Economics -- no.9806; Economics discussion paper (University of Glasgow, Department of Economics,Centre for Development Studies) -- no9806.
Publisher: University of Glasgow, Department of Economics
Published: 1998
Place of publication: Glasgow
Language: eng