Forecasting market turbulence using regime-switching models - Concepedia

Concepedia

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Forecasting market turbulence using regime-switching models

40

Citations

38

References

2014

Year

Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst

Financial markets and portfolio management

Forecasting MethodologyEconomicsEconomic ForecastingFinancial EconomicsAsset PricingBusinessForecastingFinanceMarket Turbulence

References

	Year	Citations

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