Forecasting turbulence in the Asian and European stock market using regime-switching models
Janina Engel, Markus Wahl and Rudi Zagst
| Year of publication: |
2018
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|---|---|
| Authors: | Engel, Janina ; Wahl, Markus ; Zagst, Rudi |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 2, p. 388-406
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| Subject: | early warning system | logistic regression models | Markov-switching models | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Frühwarnsystem | Early warning system | Schätzung | Estimation | Asien | Asia | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Prognose | Forecast |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.2.388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012156674