Title of article :
Introducing non-linear dynamics to the two-regime market model: Evidence
Author/Authors :
George Woodward، نويسنده , , Vijaya B. Marisetty، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Nonlinearity , Duration dependence , beta , Bull and bear markets , Logistic smooth transition market model
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
