An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390)
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English | An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets |
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (English)
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13 August 2018
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stock return dynamics
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investor sentiment
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nonlinearity
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smooth transition regression
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forecasting
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