Identification and forecasting of bull and bear markets using multivariate returns
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
|
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 |
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