Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models

DOI10.1177/1471082X211034048MaRDI QIDQ75848FDO

Authors Lennart Oelschläger, Timo Adam

Publication date 18 August 2021

Published in Statistical Modelling (Search for Journal in Brave)

Cited in

(1)

• fHMM

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