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Search: subject:"two-state Markov switching model"
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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A tale of two states : asymmetries in the UK small, value and momentum premiums
Sarwar, Golam
;
Mateus, Cesario
;
Todorovic, Natasa
- In:
Applied economics
49
(
2017
)
5
,
pp. 456-476
Persistent link: https://www.econbiz.de/10011810682
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2
Are Asian stock market returns predictable?
Narayan, Seema
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 867-868
Persistent link: https://www.econbiz.de/10011561105
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