Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084)
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scientific article; zbMATH DE number 6939290
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| English | Stylised facts of financial time series and hidden Markov models in continuous time |
scientific article; zbMATH DE number 6939290 |
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Stylised facts of financial time series and hidden Markov models in continuous time (English)
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19 September 2018
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hidden Markov models
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continuous time
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daily returns
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leptokurtosis
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volatility clustering
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long memory
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