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Identifying bull and bear markets in Japan - MaRDI portal

Identifying bull and bear markets in Japan (Q436949)

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scientific article; zbMATH DE number 6057694
Language Label Description Also known as
English
Identifying bull and bear markets in Japan
scientific article; zbMATH DE number 6057694

    Statements

    Identifying bull and bear markets in Japan (English)
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    17 July 2012
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    bull and bear markets
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    volatility
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    TOPIX
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    Markov switching model
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    duration
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    Identifiers