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Model selection for stock prices data - MaRDI portal

Model selection for stock prices data (Q5138231)

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scientific article; zbMATH DE number 7281661
Language Label Description Also known as
English
Model selection for stock prices data
scientific article; zbMATH DE number 7281661

    Statements

    title
    Model selection for stock prices data (English)
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    author
    Pedro Mota
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    Manuel L. Esquível
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    publication date
    3 December 2020
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    Mathematics Subject Classification ID
    60J60
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    62B10
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    62F10
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    62P05
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    91B25
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    zbMATH DE Number
    7281661
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    zbMATH Keywords
    geometric Brownian motion
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    maximum likelihood estimator
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    regimes
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    OpenAlex ID
    W2324403237
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