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

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

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Item Type:	Article
Date Type:	Published Online
Status:	Published
Schools:	Business (Including Economics)
Additional Information:	This journal has an embargo period of 36 months - https://www.elsevier.com/journals/pacific-basin-finance-journal/0927-538x/open-access-options
Publisher:	Elsevier
ISSN:	0927-538X
Date of First Compliant Deposit:	3 August 2017
Date of Acceptance:	20 June 2017
Last Modified:	16 Nov 2024 08:15
URI:	https://orca.cardiff.ac.uk/id/eprint/103285

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