Felix Haase

University of Trier - Faculty of Economics

Germany

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Scholarly Papers (1)

Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the Us

CESifo Working Paper No. 8828
Number of pages: 63 Posted: 20 Jan 2021
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 68 (401,018)

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Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US

Number of pages: 62 Posted: 16 Apr 2020 Last Revised: 08 Jan 2021
Felix Haase and Matthias Neuenkirch
University of Trier - Faculty of Economics and University of Trier - Faculty of Economics
Downloads 62 (421,173)

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Forecast Combination, Markov-Switching Models, Shrinkage Methods, Stock Market Regimes, Time-Varying Transition Probabilities