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  Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models

  Writer : Naderi، Hossein ؛ Jamshidi Navid، Babak ؛ Nademi، Arash ؛ Corresponding Author : Ghanbari، Mehrdad ؛

  Journal:Iranian Journal of Finance»Summer 2021, Volume 5 - Number 2 Ranking ب (Ministry of Science (‎19 page(s) - From 108 to 126 )

  Keywords:EM algorithmMarkov switching modelsStrategies for buying and sellingKernel function

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