A forecasting model for stock market diversity (Q665777): Difference between revisions

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Revision as of 22:35, 19 March 2024

scientific article
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A forecasting model for stock market diversity
scientific article

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    A forecasting model for stock market diversity (English)
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    6 March 2012
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    diversity
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    generalized tree-structured threshold models
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    maximum-likelihood estimation
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    diversity-based portfolio strategies
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