An Analysis of Stock Market Cycle with Markov Switching and Kink Model

Konnika Palason, Roengchai Tansuchat. An Analysis of Stock Market Cycle with Markov Switching and Kink Model. In Vladik Kreinovich, Songsak Sriboonchitta, editors, Structural Changes and their Econometric Modeling. Volume 808 of Studies in Computational Intelligence, pages 756-774, Springer, 2019. [doi]

Abstract

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