Structural Clustering of Volatility Regimes for Dynamic Trading Strategies (Q5075241)
From MaRDI portal
scientific article; zbMATH DE number 7524847
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
