Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach (Q5079389)
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scientific article; zbMATH DE number 7532624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach |
scientific article; zbMATH DE number 7532624 |
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Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach (English)
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27 May 2022
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volatility analysis
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hidden Markov model
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non-parametric
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stock networks
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