THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE |
scientific article |
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THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (English)
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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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