Predicting bear and bull stock markets with dynamic binary time series models
Year of publication: |
2013
|
---|---|
Authors: | Nyberg, Henri |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 9, p. 3351-3363
|
Publisher: |
Elsevier |
Subject: | Bear markets | Turning point | Probit model | Asset allocation | Out-of-sample forecasts |
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