Abstract:German stock index(DAX) Markov Regime Switching Analysis (MRSA) GARCH(Generalised Autoregressive heteroscedasticity) Stock returns Growth rates of the disease Volatility This paper deals with the analysis of the dynamic linkage, co-movement between COVID-19 outbreak 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 … Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.