Trend Following Trading under a Regime Switching Model (Q3055872): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q326802 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Qing Zhang / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/090770552 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2070173176 / rank | |||
Normal rank | |||
Latest revision as of 21:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend Following Trading under a Regime Switching Model |
scientific article |
Statements
Trend Following Trading under a Regime Switching Model (English)
0 references
10 November 2010
0 references
optimal stopping time
0 references
regime switching model
0 references
Wonham filter
0 references
trend following trading rule
0 references
