A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2018
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2017.1415910