Media type: E-Book Title: Estimating stochastic discount factor models with Hidden regimes : applications to commodity pricing Contributor: Giampietro, Marta [VerfasserIn]; Guidolin, Massimo [VerfasserIn]; Pedio, Manuela [VerfasserIn] imprint: Milano, Italy: IGIER, Università Bocconi, [2017] Published in: Innocenzo Gasparini Institute for Economic Research: Working papers ; 614 Issue: This version: June, 2017 Extent: 1 Online-Ressource (circa 31 Seiten); Illustrationen Language: English Keywords: Finance ; Commodities ; Stochastic Discount Factor ; Hidden Markov model ; Graue Literatur Origination: Footnote: Access State: Open Access