A Markov switching approach to herding
Martin T. Bohl, Arne C. Klein and Pierre L. Siklos
| Year of publication: |
2016
|
|---|---|
| Authors: | Bohl, Martin T. ; Klein, Arne Christian ; Siklos, Pierre L. |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 49.2016, 2, p. 193-220
|
| Subject: | Herding Behavior | Markov Switching | US Stock Market | Herdenverhalten | Herding | Markov-Kette | Markov chain | Theorie | Theory | USA | United States | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011555108