Gaussian mixture modelling to detect random walks in capital markets (Q597510)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian mixture modelling to detect random walks in capital markets |
scientific article |
Statements
Gaussian mixture modelling to detect random walks in capital markets (English)
0 references
6 August 2004
0 references
Gaussian mixture modelling
0 references
The random walks hypothesis
0 references
Asset return
0 references
distributions
0 references
EM algorithm
0 references
The Kolmogorov-Smirnov test
0 references
0 references
