Optimal trend-following rules in two-state regime-switching models.

Autor: Zakamulin, Valeriy1 (AUTHOR) valeriz@uia.no, Giner, Javier2 (AUTHOR)
Zdroj: Journal of Asset Management. Jul2024, Vol. 25 Issue 4, p327-348. 22p.
Databáze: Business Source Ultimate
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