Model selection for stock prices data (Q5138231): Difference between revisions
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scientific article; zbMATH DE number 7281661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for stock prices data |
scientific article; zbMATH DE number 7281661 |
Statements
Model selection for stock prices data (English)
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3 December 2020
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geometric Brownian motion
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maximum likelihood estimator
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regimes
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