An automated financial indices-processing scheme for classifying market liquidity regimes
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Publication:5020784
DOI10.1080/00207179.2019.1616225zbMath1480.91277OpenAlexW2943957906WikidataQ127940360 ScholiaQ127940360MaRDI QIDQ5020784
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Publication date: 7 January 2022
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2019.1616225
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Financial markets (91G15)
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Cites Work
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