Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Year of publication: |
2022
|
---|---|
Authors: | Wang, Xiaodong ; Hsieh, Fushing |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 5, p. 997-1016
|
Subject: | Hidden Markov model | Non-parametric | Stock networks | Volatility analysis | Volatilität | Volatility | Markov-Kette | Markov chain | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Aktienmarkt | Stock market |
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