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Markov-Kette
Theorie
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daily returns
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Lindström, Erik
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Madsen, Henrik
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Nystrup, Peter
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Regland, Fredrik
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Energy economics
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Finance a úvěr
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ECONIS (ZBW)
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1
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
2
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
3
Modeling extreme dependence between European electricity markets
Lindström, Erik
;
Regland, Fredrik
- In:
Energy economics
34
(
2012
)
4
,
pp. 899-904
Persistent link: https://www.econbiz.de/10009686698
Saved in:
4
Independent spike models : estimation and validation
Regland, Fredrik
;
Lindström, Erik
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 180-196
Persistent link: https://www.econbiz.de/10009740499
Saved in:
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