The number of regimes across asset returns: identification and economic value (Q2929381)
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scientific article; zbMATH DE number 6368713
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| English | The number of regimes across asset returns: identification and economic value |
scientific article; zbMATH DE number 6368713 |
Statements
12 November 2014
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bull and bear markets
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Markov switching models
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number of regimes
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density based tests
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The number of regimes across asset returns: identification and economic value (English)
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0.7389572262763977
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0.7164933681488037
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0.7139560580253601
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0.7095685005187988
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0.7075921297073364
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