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

Zhenya Liu; Shixuan Wang

doi:10.1016/j.pacfin.2017.06.007

Journal Articles Pacific-Basin Finance Journal Year : 2017

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

(1) , (2)

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Zhenya Liu

Function : Author
PersonId : 791578
ORCID : 0000-0003-2237-3257

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

Shixuan Wang

Function : Author
PersonId : 791579
ORCID : 0000-0003-2113-5521

Cardiff University

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Humanities and Social Sciences Business administration

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https://hal-amu.archives-ouvertes.fr/hal-01794384

Submitted on : Thursday, May 17, 2018-2:52:08 PM

Last modification on : Thursday, July 14, 2022-4:07:13 AM

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hal-01794384 , version 1 (17-05-2018)

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HAL Id : hal-01794384 , version 1
DOI : 10.1016/j.pacfin.2017.06.007

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

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

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