Not all bull and bear markets are alike : insights from a five-state hidden semi-Markov model
Valeriy Zakamulin
| Year of publication: |
2023
|
|---|---|
| Authors: | Zakamulin, Valeriy |
| Subject: | Bull and bear markets | Optimal asset allocation | Semi-Markov models | Stock market regimes | US stock market | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | USA | United States | Markov-Kette | Markov chain | Theorie | Theory | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-022-00112-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490816