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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
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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

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Zhenya Liu, Shixuan Wang. Decoding Chinese stock market returns: Three-state hidden semi-Markov model. Pacific-Basin Finance Journal, Elsevier, 2017, 44, pp.127 - 149. ⟨10.1016/j.pacfin.2017.06.007⟩. ⟨hal-01794384⟩

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