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

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dc.contributor.author Maheu, John en_US
dc.contributor.author Mccurdy, Thomas en_US
dc.contributor.author Song, Yong en_US
dc.contributor.editor en_US
dc.date.accessioned 2014-04-03T01:25:11Z
dc.date.available 2014-04-03T01:25:11Z
dc.date.issued 2012 en_US
dc.identifier 2012001402 en_US
dc.identifier.citation Maheu, John, Mccurdy, Thomas, and Song, Yong 2012, 'Components Of Bull And Bear Markets: Bull Corrections And Bear Rallies', Journal of Business & Economic Statistics, vol. 30, no. 3, pp. 391-403. en_US
dc.identifier.issn 0735-0015 en_US
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 en_US
dc.language en_US
dc.publisher Amer Statistical Assoc en_US
dc.relation.isbasedon http://dx.doi.org/10.1080/07350015.2012.680412 en_US
dc.title Components Of Bull And Bear Markets: Bull Corrections And Bear Rallies en_US
dc.parent Journal of Business & Economic Statistics en_US
dc.journal.volume 30 en_US
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 140200 en_US
dc.personcode 0000090226 en_US
dc.personcode 0000090227 en_US
dc.personcode 114311 en_US
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.staffid 114311 en_US


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