An automated financial indices-processing scheme for classifying market liquidity regimes
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Publication:5020784
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Cites work
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
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- Kurtosis as Peakedness, 1905–2014.R.I.P.
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- New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
- On the convergence properties of the EM algorithm
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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