Identifying bull and bear markets in stock returns
Year of publication: |
2000
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Authors: | Maheu, John M. ; McCurdy, Thomas H. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 1, p. 100-112
|
Subject: | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Dauer | Duration | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | 1802-1995 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of business & economic statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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