A Hidden Markov Model Approach to Information-Based Trading : Theory and Applications
Year of publication: |
2016
|
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Authors: | Yin, Xiangkang |
Other Persons: | Zhao, Jing (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Informationsverhalten | Information behaviour | Spekulation | Speculation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (71 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2331792 [DOI] |
Classification: | D82 - Asymmetric and Private Information ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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