Why do regime-switching models forecast so badly?

被引：0
|
作者：
机构：
来源：
J Forecast | / 1卷 / 1-16期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Why do regime-switching models forecast so badly?
    Dacco, R
    Satchell, S
    JOURNAL OF FORECASTING, 1999, 18 (01) : 1 - 16
  • [2] WHY DO ILLITERATES DO SO BADLY IN LOGIC
    LEVI, D
    PHILOSOPHICAL INVESTIGATIONS, 1996, 19 (01) : 34 - 54
  • [3] AMERICAN OPTIONS IN REGIME-SWITCHING MODELS
    Boyarchenko, Svetlana
    Levendorskii, Sergei
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2009, 48 (03) : 1353 - 1376
  • [4] ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
    Branch, William A.
    Davig, Troy
    McGough, Bruce
    MACROECONOMIC DYNAMICS, 2013, 17 (05) : 998 - 1022
  • [5] Exit problems in regime-switching models
    Boyarchenko, Svetlana
    Levendorskii, Sergei
    JOURNAL OF MATHEMATICAL ECONOMICS, 2008, 44 (02) : 180 - 206
  • [6] On the estimation of regime-switching Levy models
    Chevallier, Julien
    Goutte, Stephane
    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2017, 21 (01): : 3 - 29
  • [7] VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS
    Liu, Yue
    Xie, Zhuyun
    Yao, Jingjing
    Li, Kaodui
    PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2021, 35 (04) : 928 - 941
  • [8] Why do the Spaniards communicate so badly?
    Cantavella, Juan
    DOXA COMUNICACION, 2009, (08): : 218 - 221
  • [9] Regime-switching models for exchange rates
    Panopoulou, Ekaterini
    Pantelidis, Theologos
    EUROPEAN JOURNAL OF FINANCE, 2015, 21 (12): : 1023 - 1069
  • [10] Accounting for regime and parameter uncertainty in regime-switching models
    Hartman, Brian M.
    Heaton, Matthew J.
    INSURANCE MATHEMATICS & ECONOMICS, 2011, 49 (03): : 429 - 437
12345