Identifying patterns in financial markets: extending the statistical jump model for regime identification

Afşar Onat Aydınhan, Petter N. Kolm, John M. Mulvey, Yizhan Shu

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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Computer Science

Keyphrases

Economics, Econometrics and Finance

Mathematics

Earth and Planetary Sciences