An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets |
scientific article |
Statements
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (English)
0 references
13 August 2018
0 references
stock return dynamics
0 references
investor sentiment
0 references
nonlinearity
0 references
smooth transition regression
0 references
forecasting
0 references