A Two-Regime Markov-Switching GARCH Active Trading...

Mathematics 2020 / 06 Vol. 8; Iss. 6

A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures

De la Torre-Torres, Oscar V., Aguilasocho-Montoya, Dora, del Río-Rama, María de la Cruz
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
8
Journal:
Mathematics
DOI:
10.3390/math8061001
Date:
June, 2020
File:
PDF, 2.08 MB
2020
Conversion to is in progress
Conversion to is failed