A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Xinyu Wang, Cathy Ning
| Year of publication: |
2022
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|---|---|
| Authors: | Wang, Xinyu ; Ning, Cathy Q. |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 1, p. 118-133
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| Subject: | count data forecasting | hot/cold IPO issue markets | likelihood estimation | Markov regime-switching model | Börsengang | Initial public offering | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2799 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796275