Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model
Year of publication: |
2009
|
---|---|
Authors: | Chiang, Shu-Mei ; Yeh, Chin-Piao ; Chiu, Chien-Liang |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 45.2009, 3, p. 35-55
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | ARJI-trend model | jump | permanent component | structural break | transitory component |
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