Macroeconomic variables for predicting bear stock markets of Taiwan and China
Year of publication: |
2023
|
---|---|
Authors: | Tran Van Phuong Duong ; Lin, Szu-Hsien ; Lai, Huei-Hwa ; Chang, Tzu-Pu |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 2, p. 273-295
|
Subject: | Bear market | Macroeconomic variables | Markov switching model | Stock market | Aktienmarkt | Taiwan | China | Börsenkurs | Share price | Markov-Kette | Markov chain | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Aktienindex | Stock index |
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