A hidden markov model approach to information-based trading : theory and applications
Xiangkang Yin and Jing Zhao (La Trobe University, Bundoora, Victoria, Australia)
| Year of publication: |
November/December 2015
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|---|---|
| Authors: | Yin, Xiangkang ; Zhao, Jing |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 30.2015, 7, p. 1210-1234
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| Subject: | Spekulation | Speculation | Informationsverhalten | Information behaviour | Markov-Kette | Markov chain | Schätzung | Estimation | Börsenkurs | Share price | USA | United States | 2010-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2412 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011431764