Bull, bear or any other states in US stock market?
Yu Jiang; Xianming Fang
| Year of publication: |
2015
|
|---|---|
| Authors: | Jiang, Yu ; Fang, Xianming |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 44.2015, p. 54-58
|
| Subject: | Markov switching model | Optimal number of states | S&P 500 returns | Schätzung | Estimation | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326294