An adaptive regime-switching regression model for hedge funds (Q5414104)
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scientific article; zbMATH DE number 6291513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive regime-switching regression model for hedge funds |
scientific article; zbMATH DE number 6291513 |
Statements
An adaptive regime-switching regression model for hedge funds (English)
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2 May 2014
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switching regression model
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hedge funds
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optimal parameter estimation
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filtering
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