Modeling of stock indices with HMM-SV models
E.B. Nkemnole, J.T. Wulu
| Year of publication: |
2017
|
|---|---|
| Authors: | Nkemnole, E. B. ; Wulu, J. T. |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 24.2017, 2, p. 45-60
|
| Subject: | forecasting | hidden Markov model | stochastic volatility | stock exchange | Markov-Kette | Markov chain | Volatilität | Volatility | Aktienindex | Stock index | Theorie | Theory | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model |
| 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/10011795001