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Model selection for stock prices data
Pedro P. Mota
,
Manuel L. Esquível
DM - Departamento de Matemática
CMA - Centro de Matemática e Aplicações
Research output
:
Contribution to journal
›
Article
›
peer-review
9
Citations (Scopus)
Overview
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Dive into the research topics of 'Model selection for stock prices data'. Together they form a unique fingerprint.
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Mathematics
Akaike Information Criterion
20%
Bayesian Information Criterion
21%
Forecasting
18%
Geometric Brownian Motion
88%
Model
10%
Model Selection
65%
Modeling
10%
Regime Switching
21%
Stock Prices
88%
Volatility
37%
Business & Economics
Akaike Information Criterion
21%
Bayesian Information Criterion
23%
Geometric Brownian Motion
80%
Model Selection
100%
Modeling
9%
Regime Switching
18%
Stock Prices
53%