A Test for Long-Term Cyclical Clustering of Stock Market Regimes
Year of publication: |
2007
|
---|---|
Authors: | Powell, John ; Roa, Rubén ; Shi, Jing ; Xayavong, Viliphonh |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 32.2007, 2, p. 205-221
|
Publisher: |
Australian School of Business |
Subject: | STOCK RETURNS | REGIME SHIFT | CLUSTERING | STOCK MARKET CYCLES |
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