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Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.; Shi, Shanming - In: Journal of forecasting 19 (2000) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
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High-frequency Markov switching models in the foreign exchange market
Marsh, Ian - In: Journal of forecasting 19 (2000) 2, pp. 123-134
Persistent link: https://www.econbiz.de/10001464874
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Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
Ahrens, Ralf - 2000
Persistent link: https://www.econbiz.de/10001480762
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Can the Markov switching model forecast exchange rates?
Engel, Charles - 1991
Persistent link: https://www.econbiz.de/10000824100
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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo Georg - 1993
Persistent link: https://www.econbiz.de/10000862469
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A further test of the influence of leading indicators on the probability of US business cycle phase shifts
Layton, Allan P. - In: International journal of forecasting 14 (1998) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001242432
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Optimality of sluggish predictors under ergodic probabilities
Samuelson, Paul Anthony - 1979
Persistent link: https://www.econbiz.de/10001260181
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Switching between chartists and fundamentalists : a Markov regime-switching approach
Vigfusson, Robert J. - In: International journal of finance & economics : IJFE 2 (1997) 4, pp. 291-305
Persistent link: https://www.econbiz.de/10001338173
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Bayesian leading indicators : measuring and predicting economic conditions in Iowa
Otrok, Christopher M. - In: International economic review 39 (1998) 4, pp. 997-1014
Persistent link: https://www.econbiz.de/10001338803