An occurrence based regime switching model to improve forecasting
Kun-Huang Huarng
| Year of publication: |
2014
|
|---|---|
| Authors: | Huarng, Kun-Huang |
| Published in: |
Management decision : MD. - Bingley : Emerald Publishing Limited, ISSN 0025-1747, ZDB-ID 411946-0. - Vol. 52.2014, 7, p. 1255-1262
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| Subject: | Decision making | Forecasting | Time series analysis | Taiwan | Regime switching | Taiwan Stock Exchange Capitalization Weighted Stock Index | Zeitreihenanalyse | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Markov-Kette | Markov chain | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010393387