Moments of Markov switching models
By: by Allan Timmermann.
Contributors: London School of Economics and Political Science. Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.323; Discussion paper (London School of Economics, Financial Markets Group) -- no.323.
Publisher: London School of Economics, Financial Markets Group
Published: 1999
Place of publication: London
Language: eng