Detecting turning points of stock markets in China and the United States
Zhengxun Tan, Jihai Yang, Yihong Ma and Juan Liu
| Year of publication: |
2025
|
|---|---|
| Authors: | Tan, Zhengxun ; Yang, Jihai ; Ma, Yihong ; Liu, Juan |
| Subject: | Trend-cycle decomposition | long memory | turningpoints | structural breaks | China | USA | United States | Strukturbruch | Structural break | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2305613 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192438