Evaluation of on-line trading systems: Markov- switching vs...

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Evaluation of on-line trading systems: Markov- switching vs time-varying parameter models

Fornaciari, Michele, Grillenzoni, Carlo
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Language:
english
Journal:
Decision Support Systems
DOI:
10.1016/j.dss.2016.09.005
Date:
September, 2016
File:
PDF, 538 KB
english, 2016
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