Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291)
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scientific article; zbMATH DE number 5875037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models |
scientific article; zbMATH DE number 5875037 |
Statements
Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (English)
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6 April 2011
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Markov chain Monte Carlo method
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model selection
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multi-regime financial time series models
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