DETECTION OF HIGH AND LOW STATES IN STOCK MARKET RETURNS WITH MCMC METHOD IN A MARKOV SWITCHING MODEL - Université de Pau et des Pays de l'Adour Access content directly
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DETECTION OF HIGH AND LOW STATES IN STOCK MARKET RETURNS WITH MCMC METHOD IN A MARKOV SWITCHING MODEL

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hal-02939031 , version 1 (15-09-2020)

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  • HAL Id : hal-02939031 , version 1

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Clément Rey, Serge Rey, Jean-Renaud Viala. DETECTION OF HIGH AND LOW STATES IN STOCK MARKET RETURNS WITH MCMC METHOD IN A MARKOV SWITCHING MODEL. 2013. ⟨hal-02939031⟩
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