A duscrete-time model of high-frequency stock returns (Q4610219)
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scientific article; zbMATH DE number 7002114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duscrete-time model of high-frequency stock returns |
scientific article; zbMATH DE number 7002114 |
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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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