Application of hidden Markov switching moving average model in the stock markets: Theory and empirical evidence
| Year of publication: |
2009
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|---|---|
| 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 11374767. - Vol. 18.2009, 2, p. 306-317
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