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Decoding Chinese stock market returns: three-state hidden semi-Markov model

Liu, Zhenya and Wang, Shixuan 2017. Decoding Chinese stock market returns: three-state hidden semi-Markov model. Pacific-Basin Finance Journal 44 , pp. 127-149. 10.1016/j.pacfin.2017.06.007

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Item Type: Article
Date Type: Published Online
Status: Published
Schools: Business (Including Economics)
Additional Information: This journal has an embargo period of 36 months - https://www.elsevier.com/journals/pacific-basin-finance-journal/0927-538x/open-access-options
Publisher: Elsevier
ISSN: 0927-538X
Date of First Compliant Deposit: 3 August 2017
Date of Acceptance: 20 June 2017
Last Modified: 29 Jun 2019 15:07
URI: http://orca-mwe.cf.ac.uk/id/eprint/103285

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