A dynamic analysis of stock markets using a hidden Markov model
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Publication:5129065
DOI10.1080/02664763.2013.793302OpenAlexW2067056528MaRDI QIDQ5129065
Leonard J. Paas, Luca De Angelis
Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2013.793302
hidden Markov modelfinancial crisesregime-switchingmarket stability periodsstock market pattern analysis
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Cites Work
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