A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (Q6634899)
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scientific article; zbMATH DE number 7940688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model |
scientific article; zbMATH DE number 7940688 |
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A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (English)
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8 November 2024
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