On Estimating the Growth Optimal Asset Pricing Model under Regime Switching (Financial Modeling and Analysis)
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- Ishijima, Hiroshi
- Graduate School of International Accounting, Chuo University
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- Sakagami, Shinya
- Graduate School of Science, Osaka University
Bibliographic Information
- Other Title
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- On estimating the growth optimal asset pricing model under regime switching
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Journal
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- 数理解析研究所講究録
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数理解析研究所講究録 1675 199-211, 2010-02
京都大学数理解析研究所
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Details 詳細情報について
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- CRID
- 1050001202178642560
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- NII Article ID
- 110007512635
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- NII Book ID
- AN00061013
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- ISSN
- 18802818
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- HANDLE
- 2433/141228
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- NDL BIB ID
- 10659930
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- Text Lang
- en
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- Article Type
- departmental bulletin paper
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- Data Source
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- IRDB
- NDL
- CiNii Articles
