Gaussian mixture modelling to detect random walks in capital markets (Q597510)
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scientific article; zbMATH DE number 2082751
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| English | Gaussian mixture modelling to detect random walks in capital markets |
scientific article; zbMATH DE number 2082751 |
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Gaussian mixture modelling to detect random walks in capital markets (English)
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6 August 2004
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Gaussian mixture modelling
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The random walks hypothesis
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Asset return
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distributions
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EM algorithm
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The Kolmogorov-Smirnov test
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0.7186539769172668
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0.691936731338501
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0.6889040470123291
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0.6850036978721619
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