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

Zhenya Liu and Shixuan Wang
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Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

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Date: 2017-09
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Published in Pacific-Basin Finance Journal, 2017, 44, pp.127 - 149. ⟨10.1016/j.pacfin.2017.06.007⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01794384

DOI: 10.1016/j.pacfin.2017.06.007

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