Login / Signup

A modeling approach to financial time series based on market microstructure model with jumps.

Hui PengGenshiro KitagawaYoshiyasu TamuraYanhui XiYemei QinXiaohong Chen
Published in: Appl. Soft Comput. (2015)
Keyphrases
  • financial time series
  • stock price
  • probabilistic model
  • foreign exchange
  • co occurrence
  • stock market