Detecting jumps and regime switches in international stock markets returns
Year of publication: |
2015
|
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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 |
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