Dynamic local models for segmentation and prediction of financial time series
Mehdi Azzouzi and Ian T. Nabney
| Year of publication: |
2001
|
|---|---|
| Authors: | Azzouzi, Mehdi ; Nabney, Ian T. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 7.2001, 4, p. 289-311
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Theorie | Theory | Zustandsraummodell | State space model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001627631