Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns
Crossref DOI link: https://doi.org/10.1134/S0005117921050088
Published Online: 2021-06-01
Published Print: 2021-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pashinskaya, T. Yu.
Dombrovskii, V. V.
Text and Data Mining valid from 2021-05-01
Version of Record valid from 2021-05-01
Article History
Received: 31 October 2020
Revised: 8 December 2020
Accepted: 15 January 2021
First Online: 1 June 2021