Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Azza Bejaoui, Adel Karaa
| Year of publication: |
December 2016
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|---|---|
| Authors: | Bejaoui, Azza ; Karaa, Adel |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 529-545
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| Subject: | Duration dependence | Pro-and countercyclical volatility | Coincident indicator | Emerging markets | Markov-switching models | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Volatilität | Volatility | Schwellenländer | Emerging economies | Tunesien | Tunisia | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.08.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647922