Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data
Year of publication: |
2021
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Authors: | Wang, Shixuan ; Gupta, Rangan ; Zhang, Yue-jun |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-6
|
Subject: | Dow Jones Industrial Average | Hidden (semi-)Markov Models | Market Conditions | Stock Returns | Aktienmarkt | Stock market | Börsenkurs | Share price | Aktienindex | Stock index | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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