ADAPTIVE DRIFT MODELING OF DYNAMIC COINTEGRATED TIME SERIES: APPLICATIONS IN FINANCIAL AND SPORTS GAMBLING MARKETS
Year of publication: |
2010
|
---|---|
Authors: | Mallios, William |
Published in: |
Journal of Prediction Markets. - University of Buckingham Press, ISSN 1750-6751. - Vol. 4.2010, 3, p. 59-83
|
Publisher: |
University of Buckingham Press |
Subject: | Rational/irrational market behavior | gambling/statistical shocks | higher order ARMA systems |
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