✦ LIBER ✦

Multivariate Markov chain modeling for stock markets

✍ Scribed by Jun-ichi Maskawa

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Graphical models for multivariate Markov

✍ R. Colombi; S. Giordano 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 667 KB

Bayesian model comparison by Markov chai

✍ Efthymios G. Tsionas 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 138 KB

Flexible Multivariate GARCH Modeling wit

✍ Ledoit, Olivier; Santa-Clara, Pedro; Wolf, Michael 📂 Article 📅 2003 🏛 MIT Press 🌐 English ⚖ 110 KB

The conditional autoregressive Wishart m

✍ Vasyl Golosnoy; Bastian Gribisch; Roman Liesenfeld 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 556 KB

A combination of hidden Markov model and

✍ Md. Rafiul Hassan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 479 KB

Oil shock transmission to stock market r

✍ Rania Jammazi 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 948 KB