Forecasting turbulence in the Asian and European stock market using regime-switching models
Year of publication: |
2018
|
---|---|
Authors: | Engel, Janina ; Wahl, Markus ; Zagst, Rudi |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 2, p. 388-406
|
Subject: | early warning system | logistic regression models | Markov-switching models | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Frühwarnsystem | Early warning system | Asien | Asia | Aktienmarkt | Stock market | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Europa | Europe |
-
Forecasting market turbulence using regime-switching models
Hauptmann, Johannes, (2014)
-
Forecasting the instability of Polish banks
Łupiński, Marcin, (2022)
-
"Speculative Influence Network" during financial bubbles : application to Chinese stock markets
Lin, Li, (2018)
- More ...
-
Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities
Desmettre, Sascha, (2020)
-
Portfolio optimization under Solvency II
Escobar, Marcos, (2019)
-
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos, (2022)
- More ...