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A dynamic analysis of stock markets using a hidden Markov model - MaRDI portal

A dynamic analysis of stock markets using a hidden Markov model (Q5129065)

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scientific article; zbMATH DE number 7265905
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English
A dynamic analysis of stock markets using a hidden Markov model
scientific article; zbMATH DE number 7265905

    Statements

    title
    A dynamic analysis of stock markets using a hidden Markov model (English)
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    author
    Luca De Angelis
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    Leonard J. Paas
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    publication date
    26 October 2020
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    zbMATH Keywords
    stock market pattern analysis
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    regime-switching
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    hidden Markov model
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    financial crises
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    market stability periods
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    Identifiers

    zbMATH DE Number
    7265905
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    OpenAlex ID
    W2067056528
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