An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading

  1. De la Torre-Torres, O.V.
  2. Álvarez-García, J.
  3. del Río-Rama, M.D.L.C.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2024

Volume: 12

Issue: 3

Type: Article

DOI: 10.3390/MATH12030485 GOOGLE SCHOLAR lock_openOpen access editor