Markov-switching stochastic processes in an active trading algorithm in the main Latin-American stock markets

Article

Abstract: In the present paper, we review the use of two-state, Generalized Auto Regressive Conditionally Hete

Palabras claves:

Active investment, Active stock trading, Algorithmic trading, Computational finance, Latin-American stock markets, Markov-switching, Markov-Switching GARCH, Markovian chain

Autores:

Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.

Fuentes:

scopus