TY  - JOUR 
AU  - De la Torre Torres, Oscar V.
AU  - Aguilasocho Montoya, Dora
AU  - Del Rio Rama, María de la Cruz
PY  - 2020
SN  - 22277390
UR  - http://hdl.handle.net/11093/1877
AB  - In the present paper we tested the use of Markov-switching Generalized AutoRegressive Conditional Heteroscedasticity (MS-GARCH) models and their not generalized (MS-ARCH) version. This, for active trading decisions in the coffee, cocoa, and sugar...
LA  - eng
PB  - Mathematics
TI  - A two-regime Markov-switching GARCH active trading algorithm for coffee, cocoa, and sugar futures
DO  - 10.3390/math8061001
ER  -