Forecasting volatility of gold price using Markov regime switching and trading straegy
Nop Sopipan; Pairote Sattayatham; Bhusana Premanode
| Year of publication: |
2012
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| Authors: | Sopipan, Nop ; Sattayatham, Pairote ; Premanode, Bhusana |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 1, p. 121-131
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010079602