Sizes, return means, standard deviations, and Jarque-Bera tests of 7

Download Table | Sizes, return means, standard deviations, and Jarque-Bera tests of 7 latent states for S&P 500 index from publication: A dynamic analysis of stock markets using a hidden Markov model | This paper proposes a framework to detect financial crises, pinpoint the end of a crisis in stock markets and support investment decision-making processes. This proposal is based on a hidden Markov model (HMM) and allows for a specific focus on conditional mean returns. By | Stock Markets, Hidden Markov Models and GARCH | ResearchGate, the professional network for scientists.

Daily (i) returns and (ii) squared returns (truncated at 100) on

PDF) A dynamic analysis of stock markets using a hidden Markov model

Luca DE ANGELIS, Professor (Associate), PhD

PDF) A dynamic analysis of stock markets using a hidden Markov model

Sizes, return means, standard deviations, and Jarque-Bera tests of

Sizes, return means, standard deviations, and Jarque-Bera tests of

Luca DE ANGELIS, Professor (Associate), PhD

Sizes, return means, standard deviations, and Jarque-Bera tests of

Sizes, return means, standard deviations, and Jarque-Bera tests of

Luca DE ANGELIS, Professor (Associate), PhD

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