Structural change test in duration of bull and bear markets

DOI10.1016/J.ECONLET.2016.07.022zbMath1398.91713OpenAlexW2500047981MaRDI QIDQ1668507

João Nicolau

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.07.022

zbMATH Keywords

structural changebull and bear market cyclesduration of bull and bear market

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (1)

Structural changes in the duration of bull markets and business cycle dynamics

Cites Work

• A new test for structural stability in the linear regression model
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