金融压力对金融市场动态的预测能力:隐马尔可夫模型

IF 1.7 Q3 BUSINESS, FINANCE
Hayet Soltani, Mouna Boujelbène Abbes
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引用次数: 1

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The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model
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来源期刊
Journal of Economics and Finance
Journal of Economics and Finance Economics, Econometrics and Finance-Finance
CiteScore
2.50
自引率
0.00%
发文量
41
期刊介绍: The Journal of Economics and Finance is the official journal of the Academy of Economics and Finance.  It publishes theoretical and empirical research papers in economics and finance.  Its primary focus is on empirical studies utilizing recent advances in econometrics with an emphasis on the policy relevance of the findings.Officially cited as: J Econ Finance
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