Economic evolution of Turkish stock market: a regime switching approach
This work project compares simple linear predictive regressions and regime switching predictive regression, to analyse time varying predictability of the stock returns in XU100 index. The approach is to compare regression statistics in-sample and to compare error statistics and predictive graphs out...
| Autor principal: | |
|---|---|
| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10362/122670 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/122670 |