Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model
Tzu-Pu Chang and Jin-Li Hu
| Year of publication: |
2009
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|---|---|
| Authors: | Chang, Tzu-Pu ; Hu, Jin-li |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 10/12, p. 1255-1259
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| Subject: | VAR-Modell | VAR model | Markov-Kette | Markov chain | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator |
| 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/10003886820