Pages that link to "Item:Q4683084"
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The following pages link to Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084):
Displaying 8 items.
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
- Non-stationary data segmentation with hidden evidential semi-Markov chains (Q6066855) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)