Dijk, D.J.C. van

model forecast return table result value parameter market series journal volatility stock period portfolio change strategy variable growth estimate variance price number regime level factor 0.000 forecasting sample statistic function country regression section transition distribution effect figure correlation probability performance panel time series copula trading cycle method frequency currency 0.00 exchange business error month observation covariance outlier range interest nonlinear analysis information estimation paper example process crash earning index weight recession ratio target predictor difference finance hypothesis growth rates speci equity 1.00