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机译:美国的商业信心和股票回报:时变的马尔可夫政权转换模型
Department of Business Administration, Faculty of Economics and Administrative Sciences, Zonguldak Karaelmas University, 67100 Incivez -Zonguldak, Turkey;
Department of Business Administration, Faculty of Economics and Administrative Sciences, Zonguldak Karaelmas University, 67100 Incivez -Zonguldak, Turkey;
ETH Zurich - KOF Swiss Economic Institute, Weinbergstrasse 35, WEH D4, CH-8092 Zurich, Switzerland,BSL Business School Lausanne, Rte. de la Maladiere 21, PO Box 73, CH-1022 Chavannes, Switzerland,SBS Swiss Business School, Balz-Zimmermannstrasse 34, CH-8302 Kloten, Switzerland,School of Business, University of Applied Sciences Northwestern Switzerland (FHNW), Riggenbachstrasse 16, CH-4600 Olten, Switzerland;
markov regime-switching; US stock returns; business confidence;
机译:股票回报措施的时变响应:强调方案与政权交换框架
机译:石油价格冲击对股票收益的不对称影响:两阶段马尔可夫政权转换方法的证据
机译:公共信息的到达和股票收益的波动性:来自新闻情绪和马尔可夫政权转换方法的证据
机译:马尔可夫政权 - 股票回报的转换模型以及韩国的汇率和利率
机译:股票收益线性多因素模型的估计和优化以及模型中潜在政权转换过程的检测
机译:Markov转换ARMA-GARCH神经网络模型的建模及其在股票收益预测中的应用
机译:马尔可夫政权 - 切换尼日利亚股市回报股权归属模型