Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:34, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mixture Gaussian Time Series Modeling of Long-Term Market Returns |
scientific article |
Statements
Mixture Gaussian Time Series Modeling of Long-Term Market Returns (English)
0 references
2 July 2011
0 references
stochastic model
0 references
regime-switching model
0 references