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Application of Hidden Markov Models and Hidden Semi Markov Models to Financial Time Series

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Figure

Figure 2.1: Process structure of a two-component mixture distribution
Figure 2.2: Percentage return of the DAX 30, DJ STOXX, and FTSE 100Index
Figure 2.3: Histogram of daily returns of the DAX 30, DJ STOXX, and FTSE100 Index with fitted normal distributions
Figure 2.4: Histogram of daily returns of the DAX 30, DJ STOXX, and FTSE100 Index with fitted mixtures of normal distributions
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