Hidden Markov models : financial modelling and applications
Sovan Mitra
| Year of publication: |
2014
|
|---|---|
| Authors: | Mitra, Sovan |
| Published in: |
Computational intelligence techniques for trading and investment. - London [u.a.] : Routledge, ISBN 978-0-415-63680-3. - 2014, p. 43-65
|
| Subject: | Markov-Kette | Markov chain | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzanalyse | Financial analysis | 1976-1996 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010341930