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Journal Articles Pacific-Basin Finance Journal Year : 2017

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

Shixuan Wang

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hal-01794384 , version 1 (17-05-2018)

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Zhenya Liu, Shixuan Wang. Decoding Chinese stock market returns: Three-state hidden semi-Markov model. Pacific-Basin Finance Journal, 2017, 44, pp.127 - 149. ⟨10.1016/j.pacfin.2017.06.007⟩. ⟨hal-01794384⟩
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