Risk-return relationship in BRIC equity markets : evidence from Markov regime switching model with time-varying transition probabilities
Amanjot Singh, Manjit Singh
| Year of publication: |
December 2016
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|---|---|
| Authors: | Amanjot Singh ; Singh, Manjit |
| Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 15.2016, 2, p. 69-78
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| Subject: | BRIC | equity markets | Markov regime switching model | regimes | risk-return relationship | transition probabilities | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | BRICS-Staaten | BRICS countries | Schätzung | Estimation | Volatilität | Volatility | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972622516675814 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011667399