Identification and forecasting of bull and bear markets using multivariate returns
Jia Liu, John M. Maheu, Yong Song
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Jia ; Maheu, John M. ; Song, Yong |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 5, p. 723-745
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| Subject: | investment strategies | market timing | Markov switching | multivariate analysis | Multivariate Analyse | Multivariate analysis | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156772