Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models
The modeling of strategies for buying and selling in Stock Market Investment has been the object of numerous advances and uses in economic studies, both theoretically and empirically. One of the popular models in economic studies is applying the Markov Switching models for forecasting the time serie...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2021-07-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_138333_14b71cdea8140fe3d97acae8b3358dc8.pdf |