Forecasting market turbulence using regime-switching models
Johannes Hauptmann; Anja Hoppenkamps; Aleksey Min; Franz Ramsauer; Rudi Zagst
| Year of publication: |
2014
|
|---|---|
| Authors: | Hauptmann, Johannes ; Hoppenkamps, Anja ; Min, Aleksey ; Ramsauer, Franz ; Zagst, Rudi |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 2, p. 139-164
|
| Subject: | Early warning system | Financial crisis | Logistic regression models | Markov-switching models | Frühwarnsystem | Finanzkrise | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010358884