Markov switching model of Philippine stock market volatility
Ray Anthony L. Almonares
| Year of publication: |
2019
|
|---|---|
| Authors: | Almonares, Ray Anthony L. |
| Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 29.2019, 1, p. 24-30
|
| Subject: | Markov switching | stock return volatility | Volatilität | Volatility | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Philippinen | Philippines | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012263945