Using a Mean-Changing Stochastic Processes Exit-Entry Model for Stock Market Long-Short Prediction (2022)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.3905/jpm.2022.1.429
Publication URI: http://dx.doi.org/10.3905/jpm.2022.1.429
Type: Journal Article/Review
Parent Publication: The Journal of Portfolio Management
Issue: 1