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Found 2 essays matching the above criteria.

1. 1. PREDICITING BULL AND BEAR IN S&P500

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Dodou Saidy; Arash Saleh Tabari; [2017]
   Keywords : Factors; Stock indices; Stock Markets; Probability; Dynamic Static Probit; Business and Economics;

   Abstract : 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

3. 2. PREDICITING BULL AND BEAR IN THE SWEDISH STOCK MARKET

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Arash Saleh Tabari; [2016]
   Keywords : Dynamic; Binary; State; Conditional probability; Probit model; Business and Economics;

   Abstract : 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