Markov Switching Models : An Example for a Stock Market Index
| Year of publication: |
2020
|
|---|---|
| Authors: | Kole, Erik |
| Publisher: |
[2020]: [S.l.] : SSRN |
| Subject: | Schätzung | Estimation | Markov-Kette | Markov chain | Aktienindex | Stock index | Theorie | Theory | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Description of contents: |
In this document, I discuss in detail how to estimate Markov regime switching models with an example based on a US stock market index
|
freely available
| Extent: | 1 Online-Ressource (21 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2019 erstellt |
| Other identifiers: | 10.2139/ssrn.3398954 [DOI] |
| Classification: | C51 - Model Construction and Estimation ; c58 ; A23 - Graduate |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012849028