An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784)
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scientific article; zbMATH DE number 7453558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An automated financial indices-processing scheme for classifying market liquidity regimes |
scientific article; zbMATH DE number 7453558 |
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An automated financial indices-processing scheme for classifying market liquidity regimes (English)
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7 January 2022
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multivariate HMM filtering
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optimal parameter estimation
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S\&P 500
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TED
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VIX
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DXY
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