Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains
Year of publication: |
2018-12-14
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Authors: | Carpinteyro, Martha ; Venegas-Martínez, Francisco ; Martínez-García, Miguel Ángel |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Carpinteyro, Martha and Venegas-Martínez, Francisco and Martínez-García, Miguel Ángel (2018): Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains. |
Classification: | G15 - International Financial Markets |
Source: | BASE |
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