One-day-ahead forecast of state of turbulence based on today's economic situation
Research background: In the literature little discussion was made about predicting state of time series in daily manner. The ability to recognize the state of a time series gives, for example, an opportunity to measure the level of risk in a state of tranquility and a state of turbulence independent...
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| Format: | Article |
| Language: | English |
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Institute of Economic Research
2018-09-01
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| Series: | Equilibrium. Quarterly Journal of Economics and Economic Policy |
| Subjects: | |
| Online Access: | http://economic-research.pl/Journals/index.php/eq/article/view/1056 |