Application of hidden Markov switching moving average model in the stock markets : theory and empirical evidence
Shih-Kuei Lin; Shin-Yun Wang; Pei-Ling Tsai
| Year of publication: |
2009
|
|---|---|
| Authors: | Lin, Shih-kuei ; Wang, Shin-yun ; Tsai, Pei-ling |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 18.2009, 2, p. 306-317
|
| Subject: | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 2004-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003832730