Using a Mean-Changing Stochastic Processes Exit-Entry Model for Stock Market Long-Short Prediction (2022)

First Author: Lleo S

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