FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice.

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Date: 2013-08-16 18:52:04 Time series analysis Markov models Econometrics Markov chain Autoregressive conditional heteroskedasticity Errors and residuals in statistics Estimation theory Coefficient of determination Normal distribution Statistics Regression analysis Least squares		FOLLOW-UP NOTE ON MARKET STATE MODELS In an earlier note I outlined some of the available techniques used for modeling market states. The following is an illustration of how these techniques can be applied in practice. Add to Reading List Source URL: www.jonathankinlay.com Download Document from Source Website File Size: 225,39 KB Share Document on Facebook

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