Mixture Gaussian time series modeling of long-term market returns (Q3010446)
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scientific article; zbMATH DE number 5917107
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| default for all languages | No label defined |
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| English | Mixture Gaussian time series modeling of long-term market returns |
scientific article; zbMATH DE number 5917107 |
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Mixture Gaussian Time Series Modeling of Long-Term Market Returns (English)
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2 July 2011
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stochastic model
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regime-switching model
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0.8079792857170105
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0.7662808299064636
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0.7622654438018799
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0.7440710067749023
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