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Marta Giampietro · Study

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Marta Giampietro

1 works· latest 2017· 1 institutionscluster: provisional

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i101

Citations19

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Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing2017 · 19 citations

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Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing

European Journal of Operational Research·2017·3 authors·Open access

19citations