An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
type: Item
instance of: scholarly article
title: An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
zbMATH Open document ID: 1401.91585
author: Fredj Jawadi
author: Hela Namouri
author: Zied Ftiti
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 6916961
zbMATH Keywords: stock return dynamics
zbMATH Keywords: investor sentiment
zbMATH Keywords: nonlinearity
zbMATH Keywords: smooth transition regression
zbMATH Keywords: forecasting
MaRDI profile type: Publication
full work available at URL: j.jedc.2017.10.004
OpenAlex ID: W2778889160
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DOI: 10.1016/J.JEDC.2017.10.004
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916961