Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alswaidan, Abdulrahman, Varner, Jeffrey D.
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Machine Learning Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.10202