How to identify and forecast bull and bear markets?
Year of publication: |
January/February 2017
|
---|---|
Authors: | Kole, Erik ; Dijk, Dick van |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 1, p. 120-139
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
-
Shaik, Muneer, (2020)
-
Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin, (2020)
-
Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin, (2020)
- More ...
-
Contagion as a domino effect in global stock markets
Markwat, Thijs, (2009)
-
Time variation in asset return dependence : strength or structure?
Markwat, Thijs, (2009)
-
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik, (2015)
- More ...