Decoding Chinese stock market returns : three-state hidden semi-Markov model
Year of publication: |
September 2017
|
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Authors: | Liu, Zhenya ; Wang, Shixuan |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 44.2017, p. 127-149
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Subject: | Chinese stock market | Asset return | Hidden semi-Markov model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | China | Markov-Kette | Markov chain |
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