Huarng, Kun‐Huang; Hui‐Kuang Yu, Tiffany - In: Management Decision 51 (2013) 3, pp. 515-523
uses daily Taiwan Stock Exchange Capitalization Weighted Stock Index as the forecasting target. Regime switches in in … applied to other time series, such as Dow Jones or NASDAQ. Originality/value – Previous studies contribute to the forecasting … of regime switches. The forecasting results are validated with the real event. One of the forecasted regime switches …