Detection of High and Low States in Stock Market Returns with MCMC Method in a Markov Switching Model
| Year of publication: |
2013-07
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|---|---|
| Authors: | REY, Clément ; REY, Serge ; VIALA, Jean-Renaud |
| Institutions: | Centre D'Analyse Théorique et de Traitement des données économiques (CATT), Faculté de Droit d'Économie et de Gestion |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 26 pages |
| Source: |
Persistent link: https://www.econbiz.de/10010833258