Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Xiaodong Wang and Fushing Hsieh
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Xiaodong ; Hsieh, Fushing |
| Subject: | Hidden Markov model | Non-parametric | Stock networks | Volatility analysis | Volatilität | Volatility | Markov-Kette | Markov chain | Börsenkurs | Share price | Theorie | Theory | Unternehmensnetzwerk | Business network | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.2020327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367879