Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Xin Shen and Mark J. Holmes
| Year of publication: |
2014
|
|---|---|
| Authors: | Shen, Xin ; Holmes, Mark J. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 1/3, p. 189-195
|
| Subject: | stock prices | mean reversion | Markov switching ADF | nonlinearity | Börsenkurs | Share price | Markov-Kette | Markov chain | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Asiatisch-pazifischer Raum | Asia-Pacific region | Mean Reversion | Mean reversion | Schätzung | Estimation |
| 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/10010239896