Listar por tema "Markov chain"

Mostrando ítems 1-2 de 2

    • Applications of Multi-Touch Attribution Modelling 

      Fernández, Leonel (2020)
      The Digital landscape has evolved vastly since the early 2000s in terms of analytical tools and tracking software. With the Rise of 4G to 5G, smartphones have become the norm when surfing through the web. New problems ...

    • On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching? 

      Sola, Martin; Caravello, Tomás Enrique; Driffill, John; Kenc, Turalay (Journal of Economic Dynamics & Control (e-ISSN: 1879-1743), 2024-07)
      We develop and estimate a consumption-based asset pricing model that uses historical US financial data and assumes recursive utility, allowing for priced regime-switching risk and intrinsic bubbles. We also estimate ...