Can I read Dias 2015 on EtoBox?
Dias 2015 by tienanhchamhoc is a document available to read on EtoBox.
What is Dias 2015 about?
The paper presents a model-based clustering technique using an extended hidden Markov model to analyze financial time series data from 21 European stock markets. It identifies distinct clusters and regimes within the data, revealing three regimes: bull, bear, and stable, which correspond to different return-risk patterns. The findings highlight the importance of accounting for unobserved heterogeneity in financial data analysis.
- Author
- tienanhchamhoc
- Language
- EN