An occurrence based regime switching model to improve forecasting

ISSN： 0025-1747

Source： Management Decision, Vol.52, Iss.7, 2014-08, pp. : 1255-1262

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

A reduced lattice model for option pricing under regime-switching

By Costabile Massimo Leccadito Arturo Massabó Ivar Russo Emilio

Review of Quantitative Finance and Accounting, Vol. 42, Iss. 4, 2014-05 ,pp. : 667-690

Springer Publishing Company

Access to resources Recommend Favorite

Forecasting regime switches to assist decision making

By Huarng Kun-Huang Yu Tiffany Hui-Kuang

Management Decision, Vol. 51, Iss. 3, 2013-03 ,pp. : 515-523

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A Switching Regime Approach to Measuring the Effects of Technological Change in Ocean Shipping

By Klein Christopher C. Kyle Reuben Bass J. David

Journal of Productivity Analysis, Vol. 22, Iss. 1-2, 2004-07 ,pp. : 29-49

Springer Publishing Company

Access to resources Recommend Favorite

What drives Markov regime-switching behavior of stock markets? The Swiss case

By Hess M.K.

International Review of Financial Analysis, Vol. 12, Iss. 5, 2003-01 ,pp. : 527-543

Elsevier

Access to resources Recommend Favorite

A quantile regression forecasting model for ICT development

By Yu Tiffany Hui-Kuang

Management Decision, Vol. 52, Iss. 7, 2014-08 ,pp. : 1263-1272

Emerald Group Publishing Ltd

Access to resources Recommend Favorite