Forecasting market turbulence using regime-switching ...RePEc
ideas.repec.org
von J Hauptmann · · Zitiert von: 57 — Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, "Forecasting market turbulence using regime-switching models," ...
Financial Markets and Portfolio Management, Springer & Swiss Society...
ideas.repec.org
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
journals.scholarsportal.info
Forecasting market turbulence using regime-switching models. Authors. Johannes Hauptmann · Anja Hoppenkamps · Aleksey Min · Franz Ramsauer · Rudi Zagst ...
Rudi Zagst | Technische Universität MünchenTypeset.io
typeset.io
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
es.revistaespacios.com
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,...
www.deepdyve.com
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
cris.unibo.it
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
link.springer.com
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 ...
Alle Infos zum Namen "Anja Hoppenkamps"
Explaining Aggregated Recovery RatesMDPI
www.mdpi.com
von S Höcht · · Zitiert von: 3 — Hauptmann, Johannes, Anja Hoppenkamps, Aleksey Min, and Rudi Zagst Forecasting market turbulence using regime-switching models.
Financial Markets and Portfolio Management Springer ...www.springerprofessional.de › financial-markets-and-portfolio-manageme...
www.springerprofessional.de
Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst | Ausgabe An international analysis of REITs and stock ...
Forecasting market turbulence using regime-switching ...Infona.pl
www.infona.pl
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 modelsSpringer Professional
www.springerprofessional.de
Forecasting market turbulence using regime-switching models. Authors: Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst.
Risks | Free Full-Text | The Dynamics of the S&P 500 under a...
www.mdpi.com
[Google Scholar] [CrossRef]; Hauptmann, Johannes, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, and Rudi Zagst Forecasting market turbulence using ...
The Causes of Banking and Balance-of-Payments ProblemsAmerican Economic Association
pubs.aeaweb.org
von GL Kaminsky · · Zitiert von: — Johannes Hauptmann, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, Rudi Zagst Forecasting market turbulence using regime-switching models.
Revista ESPACIOS | Vol. 40 (Nº 30) Año 2019
www.revistaespacios.com
· Hauptmann, Johannes, Anja Hoppenkamps, Aleksey Min, Franz Ramsauer, & Rudi Zagst (2014). Forecasting Market Turbulence Using ...
Verwandte Suchanfragen zu Anja Hoppenkamps
Franz Ramsauer Rudi Zagst Eva Bachtrup | Franziska Schiffner |
Person "Hoppenkamps" (1) Vorname "Anja" (46996) Name "Hoppenkamps" (45) |
sortiert nach Relevanz / Datum