A forecasting model for stock market diversity (Q665777)
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scientific article; zbMATH DE number 6012368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forecasting model for stock market diversity |
scientific article; zbMATH DE number 6012368 |
Statements
A forecasting model for stock market diversity (English)
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6 March 2012
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diversity
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generalized tree-structured threshold models
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maximum-likelihood estimation
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diversity-based portfolio strategies
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