Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
Nystrup, Peter ; Madsen, Henrik and Lindström, Erik LU
(2015)
22nd International Conference on Forecasting Financial Markets
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/5205962
- author
- Nystrup, Peter
; Madsen, Henrik
and Lindström, Erik
LU
- organization
- publishing date
- 2015
- type
- Contribution to conference
- publication status
- published
- subject
- conference name
- 22nd International Conference on Forecasting Financial Markets
- conference location
- Rennes, France
- conference dates
- 2015-05-20 - 2015-05-22
- language
- English
- LU publication?
- yes
- additional info
- The conference web page may be found at: http://www.ffm-conference.com/doc/Prog_FFM_2015.pdf
- id
- a744573f-dc54-44d8-8b80-6f7c7679f797 (old id 5205962)
- date added to LUP
- 2016-04-04 12:52:25
- date last changed
- 2019-03-08 03:24:01
@misc{a744573f-dc54-44d8-8b80-6f7c7679f797,
author = {{Nystrup, Peter and Madsen, Henrik and Lindström, Erik}},
language = {{eng}},
title = {{Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters}},
year = {{2015}},
}