Revisiting the duration dependence in the US stock market cycles
Author:
Affiliation:
1. School of Business and Law, University of Agder, Kristiansand, Norway
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2089344
Reference28 articles.
1. American Options in Regime-Switching Models
2. The Dow Theory: William Peter Hamilton's Track Record Reconsidered
3. Predicting the bear stock market: Macroeconomic variables as leading indicators
4. Duration dependence in the US stock market cycle: a parametric approach
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