Modelling of PX Stock Returns during Calm and Crisis Periods: A Markov Switching Approach
Pokus o zachytenie dynamického správania českého akciového trhu charakterizovaného týždennými hodnotami akciového indexu PX za obdobie apríl - február 2007. Na identifikáciu býčích a medvedích režimov sa použil Markovov prepínací model.
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