keyword Markov Switching Models / (1 Article)
-
1.
Writer : Naderi، Hossein ؛ Jamshidi Navid، Babak ؛ Nademi، Arash ؛ Corresponding Author : Ghanbari، Mehrdad ؛
Journal:Iranian Journal of Finance»Summer 2021, Volume 5 - Number 2 Ranking: ب (19 page(s) - From 108 to 126 )
Keywords:EM algorithmMarkov switching modelsStrategies for buying and sellingKernel function
Related keywords
Business CyclesEM algorithmKernel functionAR ModelsBank CreditsDirect TaxesEconomic growthEGARCHfinancial SystemForecastingGDP GrowthIndirect taxesIran economyMS-ARMAOil price volatility indexStock ReturnsVolatility Regimeادوار تجاریاعتبارات بانکیالگوی مارکوف سویچینگبازار سهامبازده سهامپیشبینی
Article publication trend
Scientific rank
- ب (1 Article)