Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50
Crossref DOI link: https://doi.org/10.1007/s10690-019-09285-1
Published Online: 2019-09-30
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Polin http://orcid.org/0000-0002-9061-7017
Siwasarit, Wasin
Text and Data Mining valid from 2019-09-30
Version of Record valid from 2019-09-30
Article History
First Online: 30 September 2019