Stylized facts of financial time series hidden Markov models with time varying parameters
Nystrup, Peter; Madsen, Henrik; Lindström, Erik (2015). Stylized facts of financial time series hidden Markov models with time varying parameters . 22nd International Forecasting Financial Markets Conference. Rennes, France
Conference Proceeding/Paper
|
Published
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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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