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

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