Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Year of publication: |
[2021] ; This Version: January 8, 2021
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Authors: | Haase, Felix ; Neuenkirch, Matthias |
Publisher: |
Trier : Universität Trier |
Subject: | Dating Algorithms | Markov-Switching Models | Predictions | PrincipalComponent Analysis | Specific-to-General Approach | Stock Market Recessions | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | USA | United States | Prognose | Forecast | Konjunktur | Business cycle | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 62 Seiten) Illustrationen |
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Series: | Research papers in economics. - Trier : [Verlag nicht ermittelbar], ZDB-ID 2747383-1. - Vol. no. 20, 1 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/243468 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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