The linkage between aggregate investor sentiment and metal futures returns : a nonlinear approach
Yao Zheng
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Zheng, Yao |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 58.2015, p. 128-142
|
| Subject: | Metal futures | Investor sentiment | VAR-GARCH-M | Markov regime-switching | Anlageverhalten | Behavioural finance | Metallmarkt | Metal market | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2015.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574216