Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971)
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scientific article; zbMATH DE number 5225213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive signal processing of asset price dynamics with predictability analysis |
scientific article; zbMATH DE number 5225213 |
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Adaptive signal processing of asset price dynamics with predictability analysis (English)
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11 January 2008
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hidden Markov model
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optimal parameter estimation
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regime-switching model
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gold price
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0.86888397
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0.8506912
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0.84205097
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0.8405922
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0.8345601
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0.8297256
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0.82917666
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0.8235764
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