The dynamics analysis and prediction of stock markets through the latent Markov model

L. de Angelis, L.J. Paas

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages29
Publication statusPublished - 2009

Publication series

NameResearch Memorandum
No.2009-53

Cite this

de Angelis, L., & Paas, L. J. (2009). The dynamics analysis and prediction of stock markets through the latent Markov model. (Research Memorandum; No. 2009-53). Amsterdam: Faculteit der Economische Wetenschappen en Bedrijfskunde.