A test of asymmetric comovement for state-dependent stock returns
Year of publication: |
March 2016
|
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Authors: | Deng, Kaihua |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 36.2016, p. 68-85
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Subject: | Empirical process | Markov-switching model | Power analysis | Regenerative cycle | Schätzung | Estimation | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price |
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