Switching Regime Models: applications to trading rules
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Almeida, Nuno ; Pereira, Pedro Valls |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Switching Regime | SWGARCH | Trading Rules |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 175 |
| Classification: | G1 - General Financial Markets ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10005537688