Marta Giampietro

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Publications

Marta Giampietro, Massimo Guidolin, Manuela Pedio
Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. Eur. J. Oper. Res. 265 (2) (2018)