Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters (Q4687655)
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scientific article; zbMATH DE number 6952645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters |
scientific article; zbMATH DE number 6952645 |
Statements
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters (English)
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12 October 2018
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daily returns
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adaptive estimation
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hidden state
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financial markets
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