Work

Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models

Year: 2016

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2016.08.018

Authors: Azza Bejaoui, Adel Karaa

Institution: University of Sousse

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2516734718

FWCI: 3.904

Cites: 43

Cited by: 12

Related to: 10