Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
Nystrup, Peter; Madsen, Henrik; Lindström, Erik (2015). Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters . 22nd International Conference on Forecasting Financial Markets. Rennes, France
Conference Proceeding/Paper
|
Published
|
English
Authors:
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
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