Trend Following Trading under a Regime Switching Model (Q3055872)
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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)
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10 November 2010
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optimal stopping time
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regime switching model
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Wonham filter
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trend following trading rule
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