Showing 1 - 10 of 4,423
Persistent link: https://www.econbiz.de/10015046304
Persistent link: https://www.econbiz.de/10003638467
We systematically examine the comparative predictive performance of a number of alternative linear and non-linear models for stock and bond returns in the G7 countries. Besides Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STAR) regime switching...
Persistent link: https://www.econbiz.de/10003732461
Persistent link: https://www.econbiz.de/10003741408
Persistent link: https://www.econbiz.de/10003764030
Persistent link: https://www.econbiz.de/10003783069
Persistent link: https://www.econbiz.de/10003783610
Persistent link: https://www.econbiz.de/10003784672
Persistent link: https://www.econbiz.de/10003774125
Persistent link: https://www.econbiz.de/10001996389