SV Mixture, Classification Using EM Algorithm
Year of publication: |
2013
|
---|---|
Authors: | Hachicha, Ahmed ; Hachicha, Fatma ; Masmoudi, Afif |
Published in: |
Asian Economic and Financial Review. - Asian Economic and Social Society. - Vol. 3.2013, 4, p. 553-559
|
Publisher: |
Asian Economic and Social Society |
Subject: | Mixture stochastic volatitlity model | Expectation-Maximization algorithm | clustering approach |
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