Predicting bear and bull stock markets with dynamic binary time series models
Year of publication: |
2013
|
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Authors: | Nyberg, Henri |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3351-3363
|
Subject: | Bear markets | Turning point | Probit model | Asset allocation | Out-of-sample forecasts | Aktienmarkt | Stock market | Probit-Modell | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator | Markov-Kette | Markov chain | Finanzmarkt | Financial market |
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