Weighted-indexed semi-Markov model : calibration and application to financial modeling
Year of publication: |
2023
|
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Authors: | De Blasis, Riccardo |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 35, p. 1-16
|
Subject: | Bitcoin | EWMA | GMM | k-means | Semi-Markov | WISMC | Theorie | Theory | Markov-Kette | Markov chain | Momentenmethode | Method of moments | Modellierung | Scientific modelling |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-022-00418-6 [DOI] |
Classification: | c38 ; C63 - Computational Techniques ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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