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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 ...
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.
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 ...
EconPapers: Forecasting market turbulence using regime-switching...
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By Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer and Rudi Zagst; Abstract: We propose an early warning system to timely forecast ...
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
Forecasting market turbulence using regime-switching ...Infona.pl
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von J Hauptmann · · Zitiert von: 57 — Forecasting market turbulence using regime-switching models. Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst.
Forecasting market turbulence using regime-switching ...Semantic Scholar
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Johannes Hauptmann, Anja Hoppenkamps, +2 authors. R. Zagst; Published 4 April 2014; Economics; Financial Markets and Portfolio Management.
Forecasting market turbulence using regime-switching modelsSpringer Professional
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Forecasting market turbulence using regime-switching models. Authors: Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst.
Die Börsen- Meteorologen. - PDF Free Download
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In der Folgezeit machte sich Zagst mit zwei Studenten Anja Hoppenkamps und Johannes Hauptmann sowie dem Statistik-Dozenten Aleksey Min auf den Weg.
The Causes of Banking and Balance-of-Payments ProblemsAmerican Economic Association
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von GL Kaminsky · · Zitiert von: — Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst Forecasting market turbulence using regime-switching models.
Financial Markets and Portfolio Management
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Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, more · Financial Markets and Portfolio Management
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