forecasting volatility of gold price using markov regime switching and trading strategy预测黄金价格的波动使用马尔可夫体制转换和交易策略.pdfVIP

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forecasting volatility of gold price using markov regime switching and trading strategy预测黄金价格的波动使用马尔可夫体制转换和交易策略.pdf

forecasting volatility of gold price using markov regime switching and trading strategy预测黄金价格的波动使用马尔可夫体制转换和交易策略

Journal of Mathematical Finance, 2012, 2, 121-131 /10.4236/jmf.2012.21014 Published Online February 2012 (http://www.SciRP.org/journal/jmf) Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy 1 1 2 Nop Sopipan , Pairote Sattayatham , Bhusana Premanode 1School of Mathematics Suranaree, University of Technology, Nakhon Ratchasima, Thailand

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forecasting volatility of gold price using markov regime switching and trading strategy预测黄金价格的波动使用马尔可夫体制转换和交易策略.pdfVIP

forecasting volatility of gold price using markov regime switching and trading strategy预测黄金价格的波动使用马尔可夫体制转换和交易策略.pdf

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