The Latin American and Spanish Stock markets
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More about this item
KeywordsMarkov switching model; maximum likelihood estimation; stock returns.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-12-16 (All new papers)
- NEP-CFN-2006-12-16 (Corporate Finance)
- NEP-HIS-2006-12-16 (Business, Economic & Financial History)
- NEP-RMG-2006-12-16 (Risk Management)
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