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Stylized facts of financial time series hidden Markov models with time varying parameters

Nystrup, Peter; Madsen, Henrik and Lindström, Erik LU (2015) 22nd International Forecasting Financial Markets Conference
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Contribution to conference
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published
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conference name
22nd International Forecasting Financial Markets Conference
language
English
LU publication?
yes
id
dca933d4-8913-46cc-9c94-ae2a8531337a (old id 7866023)
date added to LUP
2015-12-01 16:16:41
date last changed
2017-07-07 20:09:51
@misc{dca933d4-8913-46cc-9c94-ae2a8531337a,
  author       = {Nystrup, Peter and Madsen, Henrik and Lindström, Erik},
  language     = {eng},
  title        = {Stylized facts of financial time series hidden Markov models with time varying parameters},
  year         = {2015},
}