Predicting bear and bull stock markets with dynamic binary time series models
Henri Nyberg
| Year of publication: |
2013
|
|---|---|
| Authors: | Nyberg, Henri |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3351-3363
|
| Subject: | Bear markets | Turning point | Probit model | Asset allocation | Out-of-sample forecasts | Aktienmarkt | Stock market | Probit-Modell | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator | Markov-Kette | Markov chain | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010126425