Probability distributions, trading strategies and leverage : an application of Gaussian mixture models
Andreas Lindemann, Christian L. Dunis and Paulo Lisboa
| Year of publication: |
2004
|
|---|---|
| Authors: | Lindemann, Andreas ; Dunis, Christian ; Lisboa, Paulo |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 8, p. 559-585
|
| Subject: | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Wechselkurs | Exchange rate | Euro | US-Dollar | US dollar |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10002494602