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
    0 references
    0 references
    0 references
    13 August 2018
    0 references
    0 references
    stock return dynamics
    0 references
    investor sentiment
    0 references
    nonlinearity
    0 references
    smooth transition regression
    0 references
    forecasting
    0 references
    0 references
    0 references