Real Data

The dataset is used to estimate the parameters of a Markov-Modulated Jump-Diffusion Model (MMJDM) for stock prices.

Data and Resources

Cite this as

Bor Reynoso, F. Baltazar-Larios, Laura Eslava (2024). Dataset: Real Data. https://doi.org/10.57702/ckopkb24

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.1904.03483
Citation
  • https://doi.org/10.48550/arXiv.2211.17220
Author Bor Reynoso
More Authors
F. Baltazar-Larios
Laura Eslava
Homepage https://github.com/intellhave/SDRSAC