The bull and bear market model of Huang and Day: some extensions and new results

Tramontana, FabioFabioTramontanaWesterhoff, Frank H.Frank H.Westerhoff0000-0003-1666-4103Gardini, LauraLauraGardini2019-09-192013-01-312012978-3-943153-03-3https://fis.uni-bamberg.de/handle/uniba/1068engThe bull and bear market model of Huang and Day: some extensions and new resultsworkingpaperhttp://www.uni-bamberg.de/fileadmin/uni/fakultaeten/sowi_faecher/vwl/BERG/BERG89_WH.pdf