Evidence of feedback trading with Markov switching regimes
Year of publication: |
2008
|
---|---|
Authors: | Dean, Warren G. ; Faff, Robert W. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 30.2008, 2, p. 133-151
|
Subject: | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Volatilität | Volatility | Markov-Kette | Markov chain | Australien | Australia | 1990-2003 |
-
Markov regime-switching autoregressive model of stock market returns in Nigeria
Adejumo, Oluwasegun A., (2020)
-
Bianchi, Daniele, (2014)
-
Mills, Terence C., (1999)
- More ...
-
Dean, Warren G., (2011)
-
Asymmetric Covariance, Volatility, and the Effect of News
Dean, Warren G., (2004)
-
Asymmetric Covariance, Volatility and the Impact of News
Dean, Warren G., (2001)
- More ...