Some Markov-Switching Models for the Toronto Stock Exchange
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More about this item
Keywords
Econometrics; Finance; Markov Chain;All these keywords.
JEL classification:
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2021-06-14 (Operations Research)
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