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Identifying regime shifts in Indian stock market: A Markov switching approach

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Figure

Table 1: Maximum likelihood Estimates for MS (2) - AR (2) model of BSE-Sensex
Table 2: Maximum likelihood Estimates for MS (2) - AR (2) model of NSE-Nifty
Table 4: Bull and Bear regimes of each cycle in NSE-Nifty
Table 5. Forecasts of BSE-Sensex returns with probabilities in each regime
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