Components Of Bull And Bear Markets: Bull Corrections And Bear Rallies

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dc.contributor.author Maheu, JM
dc.contributor.author McCurdy, TH
dc.contributor.author Song, Y
dc.date.accessioned 2014-04-03T01:25:11Z
dc.date.issued 2012-01
dc.identifier.citation Journal of Business & Economic Statistics, 2012, 30 (3), pp. 391 - 403
dc.identifier.issn 0735-0015
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/23271
dc.description.abstract Existing methods of partitioning the market index into bull and bear regimes do not identify market corrections or bear market rallies. In contrast, our probabilistic model of the return distribution allows for rich and heterogeneous intraregime dynamics
dc.publisher Amer Statistical Assoc
dc.relation.isbasedon 10.1080/07350015.2012.680412
dc.title Components Of Bull And Bear Markets: Bull Corrections And Bear Rallies
dc.type Journal Article
dc.description.version Published
dc.parent Journal of Business & Economic Statistics
dc.journal.volume 3
dc.journal.volume 30
dc.journal.number 3 en_US
dc.publocation Alexandria en_US
dc.identifier.startpage 391 en_US
dc.identifier.endpage 403 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 1402 Applied Economics
dc.for 0102 Applied Mathematics
dc.personcode 114311
dc.percentage 50 en_US
dc.classification.name Applied Economics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords MARGINAL LIKELIHOOD; ASSET ALLOCATION; BUSINESS-CYCLE; STOCK RETURNS; BOND RETURNS; PRICES; OUTPUT; MODEL en_US
dc.description.keywords Science & Technology
dc.description.keywords Life Sciences & Biomedicine
dc.description.keywords Biochemistry & Molecular Biology
dc.description.keywords BIOCHEMISTRY & MOLECULAR BIOLOGY
dc.description.keywords Vibrio cholerae
dc.description.keywords cholera
dc.description.keywords lateral genetic transfer
dc.description.keywords virulence
dc.description.keywords environmental
dc.description.keywords III SECRETION SYSTEMS
dc.description.keywords AQUATIC ENVIRONMENT
dc.description.keywords GENETIC DIVERSITY
dc.description.keywords MOLECULAR ANALYSIS
dc.description.keywords NON-O139 STRAINS
dc.description.keywords VIRULENCE
dc.description.keywords O1
dc.description.keywords BANGLADESH
dc.description.keywords EPIDEMIC
dc.description.keywords TOXIN
dc.description.keywords MARGINAL LIKELIHOOD
dc.description.keywords ASSET ALLOCATION
dc.description.keywords BUSINESS-CYCLE
dc.description.keywords STOCK RETURNS
dc.description.keywords BOND RETURNS
dc.description.keywords PRICES
dc.description.keywords OUTPUT
dc.description.keywords MODEL
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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