An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390)

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scientific article; zbMATH DE number 6916961
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
scientific article; zbMATH DE number 6916961

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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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