%0 Generic
%T Estimating stochastic discount factor models with Hidden regimes applications to commodity pricing
%A Giampietro, Marta
%A Guidolin, Massimo
%A Pedio, Manuela
%7 This version: June, 2017
%I IGIER, Università Bocconi
%K Finance
%K Commodities
%K Stochastic Discount Factor
%K Hidden Markov model
%K Graue Literatur
%D [2017]
%C IGIER, Università Bocconi
%C Milano, Italy
%U http://slubdd.de/katalog?TN_libero_mab2
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