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Analyst's stock views and revision actions
Li, Tao - In: Finance research letters 44 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014494726
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Stochastic dividend discount model : covariance of random stock prices
Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico - In: Journal of economics and finance 43 (2019) 3, pp. 552-568
Persistent link: https://www.econbiz.de/10012171498
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Developing a regime-switching present value model : switching fundamentals and bubbles
Kim, Jan R.; Cho, Sung-jin - In: International economic journal 36 (2022) 4, pp. 477-490
Persistent link: https://www.econbiz.de/10013484818
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Predicting stock returns using a variable order Markov tree model
Shmilovici, Armin; Ben-Gal, Irad - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-33
Persistent link: https://www.econbiz.de/10009679613
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Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
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Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo; Bormetti, Giacomo; Bouchaud, … - In: Quantitative finance 18 (2018) 6, pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
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On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza; Demos, Guilherme; Gupta, Rangan; … - In: Quantitative finance 19 (2019) 5, pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
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Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo; Rodriguez, Alejandro; Pino, Gabriel - In: Energy economics 63 (2017), pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
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Asset prices regime-switching and the role of inflation targeting monetary policy
Chatziantoniou, Ioannis; Filis, George; Floros, Christos - In: Global finance journal 32 (2017), pp. 97-112
Persistent link: https://www.econbiz.de/10011802855
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Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix; Neuenkirch, Matthias - In: International journal of forecasting 39 (2023) 2, pp. 587-605
Persistent link: https://www.econbiz.de/10014465071