A discrete-time model of high-frequency stock returns (Q4610219)
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scientific article; zbMATH DE number 7002114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A discrete-time model of high-frequency stock returns |
scientific article; zbMATH DE number 7002114 |
Statements
A duscrete-time model of high-frequency stock returns (English)
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15 January 2019
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discrete-time model
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high-frequency stock returns
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financial time series
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hidden Markov model
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0.7729180455207825
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0.7684423923492432
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0.7562968134880066
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0.753832995891571
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0.7530547976493835
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