Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models

Lennart Oelschläger^*, Timo Adam

^*Corresponding author for this work

Research output: Working paper

Access to Document

Detecting bearish and bullish markets in financial time series using hierarchical Hidden Markov models
Oelschläger, L. & Adam, T., 1 Apr 2023, In: Statistical Modelling. 23, 2, p. 107-126 20 p.
Research output: Contribution to journal › Article › peer-review

@techreport{b37c4a709f94435dac05b39a3e680376,

title = "Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models",

author = "Lennart Oelschl{\"a}ger and Timo Adam",

year = "2020",

month = jul,

day = "29",

language = "English",

publisher = "arXiv",

type = "WorkingPaper",

institution = "arXiv",

}