Discovering stock dynamics through multidimensional volatility phases
From MaRDI portal
Publication:2893204
DOI10.1080/14697681003743040zbMath1241.91141MaRDI QIDQ2893204
Chii-Ruey Hwang, Hsieh Fushing, Shu-Chun Chen
Publication date: 26 June 2012
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697681003743040
pattern recognition; stochastic models; market dynamics; dynamic models; computational finance; financial times series; investor behaviour
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G60: Numerical methods (including Monte Carlo methods)
91G70: Statistical methods; risk measures
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