Market Timing Investment Strategy:A Robustness Check
碩士 === 國立臺灣大學 === 經濟學研究所 === 106 === This study examines the usefulness of the Markov-switching model for its economic profitability. We predict the recessions in the stock market by various macroeconomic and financial variables and build the trading strategies accordingly. This study also focuses o...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/6n5m9e |