Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models.

Cathy W. S. Chen Max Chen Shu-Yu Chen

Published in: TES (2014)

Keyphrases

autoregressive
garch model
multivariate time series
sar images
moving average
non stationary
gaussian markov random field
pairwise
random fields
stock market
random field models
co occurrence
least squares
higher order
multiresolution
image analysis
machine learning