A test of asymmetric comovement for state-dependent stock returns
Kaihua Deng
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Deng, Kaihua |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 36.2016, p. 68-85
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| Subject: | Empirical process | Markov-switching model | Power analysis | Regenerative cycle | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662752