Hidden Markov Model for Stock Selection
Author:
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
http://www.mdpi.com/2227-9091/3/4/455/pdf
Reference17 articles.
1. How well can we predict currency crises?;Chen,2005
2. Regime Shifts: Implications for Dynamic Strategies (corrected)
3. Asset allocation under multivariate regime switching
4. International Asset Allocation With Regime Shifts
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