A two-regime Markov-switching GARCH active trading algorithm for coffee, cocoa, and sugar futures

  1. De la Torre-Torres, O.V.
  2. Aguilasocho-Montoya, D.
  3. del Río-Rama, M.C.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2020

Volume: 8

Issue: 6

Type: Article

DOI: 10.3390/MATH8061001 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus