Detecting jumps and regime switches in international stock markets returns
Julien Chevallier and Stéphane Goutte
| Year of publication: |
2015
|
|---|---|
| Authors: | Chevallier, Julien ; Goutte, Stéphane |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 13/15, p. 1011-1019
|
| Subject: | Lévy jumps | Markov switching | equity markets | Nasdaq | Euro STOXX | FTSE | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Volatilität | Volatility | Großbritannien | United Kingdom | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Aktienindex | Stock index |
| 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/10011312229