Duration dependence in bull and bear stock marlets
Year of publication: |
2011
|
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Authors: | Zhou, Haigang ; Rigdon, Steven E. |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 2.2011, 3, p. 279-286
|
Subject: | Modulated Power Law Process | Business Cycles | Financial Cycles | Power Law Process | Weibull Distribution | Renewal Process | Konjunktur | Business cycle | Statistische Verteilung | Statistical distribution | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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