Beatrice Foroni | DeepAI

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Lea Petrella
9 publications
Luca Merlo
8 publications

research

∙ 07/12/2023

Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market

The role of cryptocurrencies within the financial systems has been expan...

0 Beatrice Foroni, et al. ∙

research

∙ 01/23/2023

Expectile hidden Markov regression models for analyzing cryptocurrency returns

In this paper we develop a linear expectile hidden Markov model for the ...

0 Beatrice Foroni, et al. ∙