Modelling and filtering for dynamic investment in the precious-metals market

DOI10.1080/00207160.2022.2064192OpenAlexW4226151280MaRDI QIDQ5044142

Jonathan Mamplata, Guido David, Rogemar S. Mamon

Publication date: 24 October 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2022.2064192

zbMATH Keywords

risk managementcommodity marketsdynamic model estimationprice filteringregime-switching behaviour

Mathematics Subject Classification ID

Financial markets (91G15)

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