Are financial market states recurrent and persistent?
Matthew W. Burkett, William T. Scherer and Andrew Todd
| Year of publication: |
2019
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|---|---|
| Authors: | Burkett, Matthew W. ; Scherer, William T. ; Todd, Andrew |
| Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 7.2019, 1, p. 1-21
|
| Subject: | portfolio design | regimes | discrete states | clusters | modern portfolio theory | Markov | states | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Theorie | Theory | Markov-Kette | Markov chain |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/23322039.2019.1622171 [DOI] hdl:10419/245242 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012024033