The profitability in the FTSE 100 Index : a new Markov chain approach
Flavio Ivo Riedlinger, João Nicolau
| Year of publication: |
2020
|
|---|---|
| Authors: | Riedlinger, Flavio Ivo ; Nicolau, João |
| Subject: | Multivariate Markov chains | Algorithmic trading | Data-snooping test | MTD-Probit | FTSE 100 | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Aktienindex | Stock index | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Schätzung | Estimation | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-019-09282-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012222373