Coupled price-volume equity models with auto-induced regime switching
Year of publication: |
2023
|
---|---|
Authors: | Esquível, Manuel L. ; Krasii, Nadezhda P. ; Mota, Pedro P. ; Shamraeva, Victoria V. |
Subject: | regime switching diffusions | auto-induced regime switching diffusions | price | volume of transactions | liquidity | Markov-Kette | Markov chain | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Schätzung | Estimation |
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