Sizes, return means, standard deviations, and Jarque-Bera tests of 7

Download Table | Sizes, return means, standard deviations, and Jarque-Bera tests of 7 latent states for S&P 500 index from publication: A dynamic analysis of stock markets using a hidden Markov model | This paper proposes a framework to detect financial crises, pinpoint the end of a crisis in stock markets and support investment decision-making processes. This proposal is based on a hidden Markov model (HMM) and allows for a specific focus on conditional mean returns. By | Stock Markets, Hidden Markov Models and GARCH | ResearchGate, the professional network for scientists.

Daily (i) returns and (ii) squared returns (truncated at 100) on

PDF) A dynamic analysis of stock markets using a hidden Markov model

Daily squared returns, intraday volatility based on 10-minute

Sizes, return means, standard deviations, and Jarque-Bera tests of

PDF) A dynamic analysis of stock markets using a hidden Markov model

Luca DE ANGELIS, Professor (Associate), PhD

Luca DE ANGELIS, Professor (Associate), PhD

Sizes, return means, standard deviations, and Jarque-Bera tests of

Leonard PAAS, Vrije Universiteit Amsterdam, Amsterdam

Luca DE ANGELIS, Professor (Associate), PhD

Leonard PAAS, Vrije Universiteit Amsterdam, Amsterdam

Mean, standard deviation, minimum, maximum, skewness, kurtosis

Luca DE ANGELIS, Professor (Associate), PhD

Summary Statistics of the Returns of the TOPIX Sectoral Indices (4