PUBLICACIÓN

A markov-switching VSTOXX trading algorithm for enhancing EUR stock portfolio performance

Logo Open Access

ACCEDER A LA PUBLICACIÓN: Scopus Orcid

De La Torre-Torres O.V., Galeana-Figueroa E., Alvarez-Garcia J.

2021 Mathematics

Computer Science (miscellaneous) (Q2), Engineering (miscellaneous) (Q2), Mathematics (miscellaneous) (Q2)

JCR: 2.592

SJR: 0.538


CITAS

9

DOI

10.3390/math9091030

EID

2-s2.0-85105647759

EISSN

2227-7390

BIBTEX

@article{Torre_Torres_2021, doi = {10.3390/math9091030}, url = {https://doi.org/10.3390%2Fmath9091030}, year = 2021, month = {may}, publisher = {{MDPI} {AG}}, volume = {9}, number = {9}, pages = {1030}, author = {Oscar V. De la Torre-Torres and Evaristo Galeana-Figueroa and Jos{\'{e}} {\'{A}}lvarez-Garc{\'{\i}}a}, title = {A Markov-Switching {VSTOXX} Trading Algorithm for Enhancing {EUR} Stock Portfolio Performance}, journal = {Mathematics} }


AUTORES DE LA UEX