Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Marta Giampietro, Massimo Guidolin, Manuela Pedio. Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. European Journal of Operational Research, 265(2):685-702, 2018. [doi]