Another look at large-cap stock return comovement : a semi-Markov-switching approach
Kaihua Deng
| Year of publication: |
February 2018
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|---|---|
| Authors: | Deng, Kaihua |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 2, p. 227-262
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| Subject: | Comovement | Eigenvalue | EM algorithm | Semi-Markov-switching | Kapitaleinkommen | Capital income | Korrelation | Correlation | Theorie | Theory | Börsenkurs | Share price | Algorithmus | Algorithm | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9596-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963666