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Author/Affiliation: Kangrong TanOpen AccessArticle
8 Pages, 382 KB 
Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market
Abstract:
This paper deals with the analysis of the dynamic linkage, co-movement between COVID-19 out- break situations and German stock market. Firstly, Markov Regime Switching Analysis(MRSA) is proposed and employed to investigate the situations in the pandemic, as to catch the dynamics of how the daily number of the newly-infected changes, and also to assess the…
Read More(This article belongs to the Special Issue on Computing, Engineering and Multidisciplinary Sciences 2022-23 & Section Finance (FIN))