Stefan Asbrink

Stockholm School of Economics - Department of Economic Statistics

P.O. Box 6501

S-113 83 Stockholm

Sweden

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Stylized Facts of Daily Return Series and the Hidden Markov Model

No 117
Posted: 12 Mar 1997
Tobias Ryden, Timo Teräsvirta and Stefan Asbrink
Lund University & University of California (Berkel, Stockholm School of Economics - Department of Economics and Stockholm School of Economics - Department of Economic Statistics

Abstract:

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