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. |
| 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 |
| 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