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Title: An Extension of the Markov-Switching Model with Time-Varying Transition Probabilities: Bull-Bear Analysis of the Japanese Stock Market
Authors: Isogai, Akifumi
Kanoh, Satoru
Tokunaga, Toshifumi
Issue Date: Nov-2004
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 25 p.
Series/Report no.: Hi-Stat Discussion paper series ; No. d04-43
Description: first draft: November 1, 2004
Language: eng
Text Version: publisher
RelationURI: http://21coe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Hi-Stat Discussion paper series

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