"Evaluation of on-line trading systems: Markov-switching vs time-varying ..."

Michele Fornaciari, Carlo Grillenzoni (2017)

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DOI: 10.1016/J.DSS.2016.09.005

access: closed

type: Journal Article

metadata version: 2020-02-20

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Michele Fornaciari, Carlo Grillenzoni:
Evaluation of on-line trading systems: Markov-switching vs time-varying parameter models. Decis. Support Syst. 93: 51-61 (2017)

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