Essays about: "Arash Saleh Tabari"
Found 2 essays containing the words Arash Saleh Tabari.
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1. PREDICITING BULL AND BEAR IN S&P500
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper seeks to investigate if factors extracted from macroeconomic and financial variables can improve the forecast accuracy of the bull and bear market in the S&P500 stock index. The study extended the models constructed by Nyberg(2012) and Chen (2009) by augmenting their model with factors. READ MORE
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2. PREDICITING BULL AND BEAR IN THE SWEDISH STOCK MARKET
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Very little if any previous research has been done on the potential predictability of bear and bull regimes in the Swedish stock market. In this study my aim is to predict OMXS30 bull and bear regimes with dynamic binary time series models. READ MORE