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Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger, Küsters, UlrichVolume:
31
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2014.10.008
Date:
July, 2015
File:
PDF, 843 KB
english, 2015