@data{jae.2024053.1818803578,
author = {Maheu, John and Liu, Jia and Yong, Song},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {identification-and-forecasting-of-bull-and-bear-markets-using-multivariate-returns-replication-data},
year = {2024},
version = {1},
url = {https://journaldata.zbw.eu/dataset/identification-and-forecasting-of-bull-and-bear-markets-using-multivariate-returns-replication-data},
doi = "10.15456/jae.2024053.1818803578" 
}