A Markov-switching model for Indian stock price and volume
Year of publication: |
December 2015
|
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Authors: | Chaudhuri, Kausik ; Kumar, Alok |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 14.2015, 3, p. 239-257
|
Subject: | Markov-switching model | impulse response | India | Indien | Börsenkurs | Share price | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | VAR-Modell | VAR model |
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