How would one find out which periods from 1980-2017 were a bull or bear market by using a markov switching model orby using a non parametric model?

I am trying to write a thesis on how volatility in the FTSE 100 differs in bull vs bear market in the UK. I am wanting to first use the markov switching model to determine which periods from...

05 May 2020 4,872 0 View