The predictive power of financial stress on the financial markets dynamics : hidden Markov model
Hayet Soltani, Mouna Boujelbène Abbes
| Year of publication: |
2023
|
|---|---|
| Authors: | Soltani, Hayet ; Abbes, Mouna Boujelbène |
| Subject: | Financial Stress Index | Hidden Markov Model | MENA region | COVID_19 | Transition Probability Matrix | Markov-Kette | Markov chain | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-022-09600-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014227693