Table 8 The time span of the detected price regimes, for the equity sectors
Equity | Time span of the detected price regimes |
|---|---|
ORI | [‘2008-12-13’-‘2015-03-17’] [‘2015-03-17’-‘2018-06-12’] [‘2018-06-12’-‘2018-11-12’] |
PET | [‘2008-12-13’-‘2013-11-18’] [‘2013-11-18’-‘2018-06-12’] [‘2018-06-12’-‘2018-11-12’] |
ODR | [‘2009-07-25’-‘2018-07-23’] [‘2018-07-23’-‘2018-11-12’] |