Evidences of Bull and Bear Markets in the Bovespa index : an application of Markovian regime-switching models with duration dependence
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 |
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