A hidden Markov model to detect regime changes in cryptoasset markets

Paolo Giudici, Iman Abu Hashish. A hidden Markov model to detect regime changes in cryptoasset markets. Quality and Reliability Eng. Int., 36(6):2057-2065, 2020. [doi]

Authors

Paolo Giudici

This author has not been identified. Look up 'Paolo Giudici' in Google

Iman Abu Hashish

This author has not been identified. Look up 'Iman Abu Hashish' in Google