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

Zhenya Liu; Shixuan Wang

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

Zhenya Liu ¹ Shixuan Wang ²

1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille

2 Cardiff University

Document type :

Journal articles

Domain :

Humanities and Social Sciences / Business administration

Complete list of metadatas

https://hal-amu.archives-ouvertes.fr/hal-01794384
Contributor : Pauline Tesio <>
Submitted on : Thursday, May 17, 2018 - 2:52:08 PM
Last modification on : Friday, May 18, 2018 - 1:26:27 AM

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

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

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