Yong Song

University of Technology Sydney (UTS) - Centre for the Study of Choice

Level 4

645 Harris Street

Ultimo, New South Wales NSW 2007

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

331

CITATIONS

2

Scholarly Papers (1)

Components of Bull and Bear Markets: Bull Corrections and Bear Rallies

Rotman School of Management Working Paper No. 1939486
Number of pages: 36 Posted: 06 Oct 2011 Last Revised: 06 Nov 2012
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Rotman School of Management and University of Technology Sydney (UTS) - Centre for the Study of Choice
Downloads 171 (143,039)
Citation 2

Abstract:

predictive density, long-horizon returns, Markov Switching

Components of Bull and Bear Markets: Bull Corrections and Bear Rallies

Journal of Business & Economic Statistics, July 2012, Vol. 30, No. 3, pp. 391-403, Rotman School of Management Working Paper No. 2171892
Number of pages: 13 Posted: 07 Nov 2012
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Rotman School of Management and University of Technology Sydney (UTS) - Centre for the Study of Choice
Downloads 160 (151,701)
Citation 2

Abstract:

predictive density, long-horizon returns, Markov switching