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DETECTION OF HIGH AND LOW STATES IN STOCK MARKET RETURNS WITH MCMC METHOD IN A MARKOV SWITCHING MODEL

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https://hal-univ-pau.archives-ouvertes.fr/hal-02939031
Contributor : Anne Perrin Bonraisin <>
Submitted on : Tuesday, September 15, 2020 - 11:56:41 AM
Last modification on : Thursday, September 17, 2020 - 3:34:23 AM

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  • HAL Id : hal-02939031, version 1

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Clément Rey, Serge Rey, Jean-Renaud Viala. DETECTION OF HIGH AND LOW STATES IN STOCK MARKET RETURNS WITH MCMC METHOD IN A MARKOV SWITCHING MODEL. 2013. ⟨hal-02939031⟩

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