Equity Risk and Return across Hidden Market Regimes

The key to understanding the dynamics of stock markets, particularly the mechanisms of their changes, is in the concept of the market regime. It is regarded as a regular transition from one state to another. Although the market agenda is never the same, its functioning regime allows us to reveal the...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Dmitry A. Endovitsky, Viacheslav V. Korotkikh, Denis A. Khripushin
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
Acceso en línea:https://doaj.org/article/3988d03430634c5ebb43520d41e058d6
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!