Testing an algorithm with asymmetric markov-switching garch models in us stock trading

Literals

• ou:urlScopus
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85121567455&origin=inward
• dcterms:contributor
  • De la Torre-Torres O.V.; Aguilasocho-Montoya D.; Alvarez-Garcia J.
• bibo:eissn
  • 2073-8994
• fabio:hasPublicationYear
  • 2021
• dcterms:creator
  • De la Torre-Torres O.V.
• bibo:doi
  • 10.3390/sym13122346
• ou:eid
  • 2-s2.0-85121567455
• vivo:identifier
  • 2021-637
• dcterms:publisher
  • Symmetry
• ou:tipoPublicacion
  • Article
• dcterms:title
  • Testing an algorithm with asymmetric markov-switching garch models in us stock trading
• vcard:url
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85121567455&origin=inward
• ou:urlOrcid
  • https://doi.org/10.3390/sym13122346
• bibo:volume
  • 13

Typed Literals

• dcterms:created
  • 2021-12-01T00:00:00 (xsd:dateTime)
• ou:openaccess
  • True (xsd:boolean)
• ou:vecesCitado
  • 4 (xsd:integer)

Relations

• ou:publicadaEnRevista
  • Symmetry
  • Symmetry-Basel

Inverse Relations

• Has related: ou:tienePublicacion
  • JOSÉ ÁLVAREZ GARCÍA