Risk-return relationship in BRIC equity markets : evidence from Markov regime switching model with time-varying transition probabilities
Year of publication: |
December 2016
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Authors: | Amanjot Singh ; Singh, Manjit |
Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 15.2016, 2, p. 69-78
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Subject: | BRIC | equity markets | Markov regime switching model | regimes | risk-return relationship | transition probabilities | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | BRICS-Staaten | BRICS countries | Schätzung | Estimation | Risiko | Risk |
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