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)...
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| Главные авторы: | , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI AG
2020-06-01
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| Серии: | Mathematics |
| Предметы: | |
| Online-ссылка: | https://www.mdpi.com/2227-7390/8/6/942 |
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