Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with duration dependence
Fernando Henrique de Paula e Silva Mendes, Guilherme Valle Moura, João Frois Caldeira
| Year of publication: |
2018
|
|---|---|
| Authors: | Mendes, Fernando Henrique de Paula e Silva ; Moura, Guilherme Valle ; Caldeira, João F. |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 38.2018, 1, p. 39-74
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| Subject: | Duration Dependence | Markov-Switching | Volatility | Markov-Kette | Markov chain | Volatilität | Börsenkurs | Share price | Dauer | Duration | Schätzung | Estimation | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Aktienmarkt | Stock market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v99n992016.56135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012129029