Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive signal processing of asset price dynamics with predictability analysis |
scientific article |
Statements
Adaptive signal processing of asset price dynamics with predictability analysis (English)
0 references
11 January 2008
0 references
hidden Markov model
0 references
optimal parameter estimation
0 references
regime-switching model
0 references
gold price
0 references
0 references
0 references
0 references
0 references
0 references
