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Testing an autoregressive structure in binary time series models
Nyberg, Henri (contributor) - 2008
Persistent link: https://www.econbiz.de/10003779572
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A bivariate autoregressive probit model : predicting US business cycle and growth rate cycle recessions
Nyberg, Henri - 2009
Persistent link: https://www.econbiz.de/10003884515
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Dynamic probit models and financial variables in recession forecasting
Nyberg, Henri - In: Journal of forecasting 29 (2010) 1/2, pp. 215-230
Persistent link: https://www.econbiz.de/10003951838
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QR-GARCH-M model for risk-return tradeoff in US stock returns and business cycles
Nyberg, Henri - 2010
Persistent link: https://www.econbiz.de/10003960116
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Forecasting the direction of the US stock market with dynamic binary probit models
Nyberg, Henri - In: International journal of forecasting 27 (2011) 2, pp. 561-578
Persistent link: https://www.econbiz.de/10009247405
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A qualitative response VAR model : an application to joint dynamics of U.S. interest rates and business cycle
Nyberg, Henri - 2013
Persistent link: https://www.econbiz.de/10009763693
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Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri - 2012
Persistent link: https://www.econbiz.de/10009660552
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Risk-return tradeoff in US stock returns over the business cycle
Nyberg, Henri - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 137-158
Persistent link: https://www.econbiz.de/10009623139
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A multinomial logit-based statistical test of association football betting market efficiency
Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010362883
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Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri - In: Journal of banking & finance 37 (2013) 9, pp. 3351-3363
Persistent link: https://www.econbiz.de/10010126425