Identifying Bull and Bear Markets in Stock Returns
Year of publication: |
[2020]
|
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Authors: | Maheu, John M. ; McCurdy, Thomas H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Dauer | Duration | Börsenkurs | Share price | Markov-Kette | Markov chain |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business & Economic Statistics, Vol. 18, No. 1, January 2000 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C50 - Econometric Modeling. General ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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