Journal Article
A Random Walk, Markov Model for the Distribution of Time Series
Robert B. Litterman
Journal of Business & Economic Statistics
Vol. 1, No. 2 (Apr., 1983), pp. 169-173 (5 pages)
Published By: Taylor & Francis, Ltd.
DOI: 10.2307/1391858
https://www.jstor.org/stable/1391858
Cite this Item
View Preview
View Preview