Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets
In the present paper, we review the use of two-state, Generalized Auto Regressive Conditionally Heteroskedastic Markovian stochastic processes (MS-GARCH). These show the quantitative model of an active stock trading algorithm in the three main Latin-American stock markets (Brazil, Chile, and Mexico)...
Wedi'i Gadw mewn:
| Prif Awduron: | , , |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI AG
2020-06-01
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| Cyfres: | Mathematics |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.mdpi.com/2227-7390/8/6/942 |
| Tagiau: |
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