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