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Tenyakov, 2014 - Google Patents

Estimation of hidden Markov models and their applications in finance

Tenyakov, 2014

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Document ID
17405074898570079942
Author
Tenyakov A
Publication year

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Movements of financial variables exhibit extreme fluctuations during periods of economic crisis and times of market uncertainty. They are also affected by institutional policies and intervention of regulatory authorities. These structural changes driving prices and other …
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