Anja Hoppenkamps und Franz Ramsauer - Info zur Person

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Forecasting market turbulence using regime-switching ...RePEc

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von J Hauptmann · · Zitiert von: 57 — Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, "Forecasting market turbulence using regime-switching models," ...

Citations of Moments of Markov Switching Models

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Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol.

Financial Markets and Portfolio Management, Springer & Swiss Society...

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by Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst; An international analysis of REITs and stock portfolio ...

Franz RAMSAUER | Technische Universität München, München | TUM...

www.researchgate.net

Anja Hoppenkamps [...] Franz Ramsauer; We propose an early warning system to timely forecast turbulence in the US stock market. In a first step, a Markov-switching model with two regimes (a calm ...

OLS Estimation of Markov switching VAR modelsScholars Portal

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Forecasting market turbulence using regime-switching models. Authors. Johannes Hauptmann · Anja Hoppenkamps · Aleksey Min · Franz Ramsauer · Rudi Zagst ...

Rudi Zagst | Technische Universität MünchenTypeset.io

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Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min 1, Franz Ramsauer 1, Rudi Zagst 1 - Show less +1 more • Institutions (1). Technische Universität München 1.

Potential improvements to pension funds performance in ...revistaespacios.com

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von OV DE LA TORRE-TORRES · Zitiert von: 3 — Hauptmann, Johannes, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, & Rudi Zagst. (2014). Forecasting Market Turbulence Using ...

Forecasting market turbulence using regime-switching models,...

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Johannes Hauptmann · Anja Hoppenkamps ·. Aleksey Min · Franz Ramsauer · Rudi Zagst. Published online: 4 April © Swiss Society for Financial Market ...

The Dynamics of the S&P 500 under a Crisis Contextunibo.it

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von L CERBONI-BAIARDI · · Zitiert von: 10 — Hauptmann, Johannes, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, and Rudi Zagst Forecasting market turbulence using regime-switching ...

Forecasting market turbulence using regime-switching - Springer

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Johannes Hauptmann · Anja Hoppenkamps · Aleksey Min · Franz Ramsauer · Rudi Zagst Published online: 4 April © Swiss Society for Financial Market Research Abstract We propose an early warning system to timely forecast turbulence in the US stock market. In a ﬁrst step, a Markov-switching model with two regimes (a

EconPapers: Forecasting market turbulence using regime-switching...

econpapers.repec.org

By Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer and Rudi Zagst; Abstract: We propose an early warning system to timely forecast ...