Forecasting market turbulence using regime-switching models
Year of publication: |
2014
|
---|---|
Authors: | Hauptmann, Johannes ; Hoppenkamps, Anja ; Min, Aleksey ; Ramsauer, Franz ; Zagst, Rudi |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 28.2014, 2, p. 139-164
|
Subject: | Early warning system | Financial crisis | Logistic regression models | Markov-switching models | Finanzkrise | Prognoseverfahren | Forecasting model | Frühwarnsystem | Markov-Kette | Markov chain | Regressionsanalyse | Regression analysis | Währungskrise | Currency crisis |
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