A dynamic analysis of stock markets using a hidden Markov model
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference33 articles.
1. A new look at the statistical model identification
2. International Asset Allocation With Regime Shifts
3. Maximum likelihood estimation of a latent variable time-series model
4. Likelihood-based inference for asymmetric stochastic volatility models
5. A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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