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Optimal trend-following rules in two-state regime-switching models

Crossref DOI link: https://doi.org/10.1057/s41260-024-00357-0

Published Online: 2024-05-24

Published Print: 2024-07

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zakamulin, Valeriy https://orcid.org/0000-0002-8619-7283
Giner, Javier
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Text and Data Mining valid from 2024-05-24

Version of Record valid from 2024-05-24
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Article History

Revised: 18 April 2024

Accepted: 23 April 2024

First Online: 24 May 2024

Declarations

:

: The authors have no conflicts of interest to disclose.