Predicting Regime Shifts in Johannesburg Stock Exchange All-Share Index (JSE-ALSI): A Markov-Switching Approach
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- Xing Li & Xiangyu Ge & Cong Chen, 2022. "Several explorations on how to construct an early warning system for local government debt risk in China," PLOS ONE, Public Library of Science, vol. 17(2), pages 1-27, February.
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Keywords
All Share Index; Johannesburg Stock Exchange; Markov-Switching; Nonlinear Modeling;All these keywords.
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