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Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

Peter, Nystrup; Henrik, Madsen and Lindström, Erik LU (2015) 22nd International Conference on Forecasting Financial Markets
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Contribution to conference
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conference name
22nd International Conference on Forecasting Financial Markets
language
English
LU publication?
yes
id
a744573f-dc54-44d8-8b80-6f7c7679f797 (old id 5205962)
date added to LUP
2016-01-20 12:48:46
date last changed
2016-04-16 10:36:41
@misc{a744573f-dc54-44d8-8b80-6f7c7679f797,
  author       = {Peter, Nystrup and Henrik, Madsen and Lindström, Erik},
  language     = {eng},
  title        = {Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters},
  year         = {2015},
}