|
This article is cited in 3 scientific papers (total in 3 papers)
Using a mean-changing stochastic processes exit–entry model for stock market long–short prediction
Sebastien Lleoa, Mikhail Zhitlukhinb, William T. Ziembacd a NEOMA Business School in Reims, France
b Steklov Mathematical Institute of Russian Academy of Sciences
c University of British Columbia in Vancouver, BC, Canada
d Systemic Risk Centre at the London School of Economics in London, UK
Accepted: 27.09.2022
Linking options:
https://www.mathnet.ru/eng/jpm2
|
Statistics & downloads: |
Abstract page: | 25 |
|