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
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/7866023
- 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 Forecasting Financial Markets Conference
- conference location
- Rennes, France
- conference dates
- 2015-05-20 - 2015-05-22
- language
- English
- LU publication?
- yes
- additional info
- The conference program may be found at http://www.ffm-conference.com/doc/Prog_FFM_2015.pdf
- id
- dca933d4-8913-46cc-9c94-ae2a8531337a (old id 7866023)
- date added to LUP
- 2016-04-04 14:08:13
- date last changed
- 2025-04-04 14:07:12
@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}},
}