Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses.
Mariya GubarevaIlias ChondrogiannisPublished in: Complex. (2020)
Keyphrases
- markov chain
- sensitivity analysis
- markov model
- market share
- markov process
- semi markov
- stock market
- short term
- tunnel diode
- trading strategies
- conditional independence
- historical data
- decision making
- neural network
- statistical analysis
- decision support system
- state space
- probabilistic model
- long term
- case study
- error analysis
- electricity markets
- markov processes
- credit risk
- learning algorithm
- data mining
- data sets