Structural clustering of volatility regimes for dynamic trading strategies (Q5075241)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7524847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Structural clustering of volatility regimes for dynamic trading strategies |
scientific article; zbMATH DE number 7524847 |
Statements
Structural Clustering of Volatility Regimes for Dynamic Trading Strategies (English)
0 references
10 May 2022
0 references
volatility modelling
0 references
regime-switching model
0 references
change point detection
0 references
spectral clustering
0 references
trading strategies
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7208567261695862
0 references
0.7099761962890625
0 references
0.7062356472015381
0 references
0.7046555280685425
0 references
