An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An automated financial indices-processing scheme for classifying market liquidity regimes |
scientific article; zbMATH DE number 7453558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An automated financial indices-processing scheme for classifying market liquidity regimes |
scientific article; zbMATH DE number 7453558 |
Statements
An automated financial indices-processing scheme for classifying market liquidity regimes (English)
0 references
7 January 2022
0 references
multivariate HMM filtering
0 references
optimal parameter estimation
0 references
S\&P 500
0 references
TED
0 references
VIX
0 references
DXY
0 references
0 references
0 references
0.7004762887954712
0 references
0.6918810606002808
0 references
0.6881116628646851
0 references
0.6815810203552246
0 references
0.678092896938324
0 references
