Open AccessForecasting turbulence in the Asian and European stock market using regime-switching models
Author(s) -
Janina Engel,
Markus Wahl,
Rudi Zagst
Publication year - 2018
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2018.2.388
Subject(s) - stock market , econometrics , stock (firearms) , warning system , interdependence , markov chain , economics , comparability , financial economics , computer science , mathematics , statistics , geography , political science , telecommunications , context (archaeology) , archaeology , combinatorics , law