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 ; Pairote Sattayatham ; Premanode, Bhusana |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 1, p. 121-131
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| Subject: | Volatilität | Volatility | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Gold | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009668265