Grant: Standard Research Grants
The University of Calgary
$20,000.00
Regime switching and hidden Markov models in the modelling of financial processes
FY 2002-03
Program
Standard Research Grants
Recipient
Location
Alberta, Canada
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
3982
Name nom
Elliott, Robert J.
Role
Applicant
Award amount
20000.00
Fiscal year exercice financier
2002
Institution
The University of Calgary
Établissement
The University of Calgary
Province id
AB
Province en
Alberta
Province fr
Alberta
Competition year
2002
Title
Regime switching and hidden Markov models in the modelling of financial processes
Keywords
financial processes; term structure; option pricing; electricity pricing. commoditity pricing; portfolio theory.
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Finance, Banking, Insurance
Discipline fr
Finances, assurances, systèmes bancaires
Main discipline en
Management, Business, Administrative Studies
Main discipline fr
Sciences administratives, gestion des affaires et commerce
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
