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Why do regime switching models forecast so badly?
Dacco, Roberto; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924258
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
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The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David; Freris, Andrew F. - 1995
Persistent link: https://www.econbiz.de/10000924816
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The duration of fixed exchange rate regimes
Wälti, Sébastien (contributor) - 2005
Persistent link: https://www.econbiz.de/10003258197
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Some empirical observations on the forward exchange rate anomaly
Bond, Derek; Harrison, Michael J.; Hession, Niall; … - 2006
Persistent link: https://www.econbiz.de/10003258533
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To augment or not to augment? : a conjecture on asymmetric technical change
Struck, Clemens; Velic, Adnan - Trinity College Dublin / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10011609515