Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models

Hossein Naderi; Mehrdad Ghanbari; Babak Jamshidi Navid; Arash Nademi

Volume 5, Issue 3 , July 2021, , Pages 108-126

http://dx.doi.org/10.30699/ijf.2021.273273.1200

Abstract
  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 series ...  Read More