Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Felix Haase, Matthias Neuenkirch
| Year of publication: |
2023
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|---|---|
| Authors: | Haase, Felix ; Neuenkirch, Matthias |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 587-605
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| Subject: | Forecast combination | Markov-switching models | Shrinkage methods | Stock market regimes | Time-varying transition probabilities | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Markov-Kette | Markov chain | USA | United States | Börsenkurs | Share price | Prognose | Forecast | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014465071