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

Lennart Oelschläger^*, Timo Adam

^*Corresponding author for this work

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2023
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