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Information updating and the bounce-back effect of stock market returns
Huang, Sainan; Zeng, Songlin - In: China finance review international 6 (2016) 1, pp. 96-107
Persistent link: https://www.econbiz.de/10011722602
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Bull, bear or any other states in US stock market?
Jiang, Yu; Fang, Xianming - In: Economic modelling 44 (2015), pp. 54-58
Persistent link: https://www.econbiz.de/10011326294
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Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
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The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu; Ielpo, Florian - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng; Segnon, Mawuli; Cepni, Oguzhan; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014448138
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Macroeconomic variables and Indian stock market returns : an empirical analysis
Gautam, Ritu; Singh, Ankita; Fouzdar, Akanksha Singh - In: Mudra : journal of finance and accounting 6 (2019) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10012139462
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Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731962
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804