Prediction of Stock Market Instability Based on MS-VAR Model. Issue 4 (March 2021)
- Record Type:
- Journal Article
- Title:
- Prediction of Stock Market Instability Based on MS-VAR Model. Issue 4 (March 2021)
- Main Title:
- Prediction of Stock Market Instability Based on MS-VAR Model
- Authors:
- Lai, Yujie
Hu, Yibo - Abstract:
- Abstract: Prediction model is established further in this essay based on the basic filtering procedure of state-space model with Markov zone conversion to predict the dynamic predicted value and total predicted value of the system variables in the future sixty stages and to predict the zone conversion probability of the system. The prediction results show that the monetary policy action mechanism of the system varies in different processes of zone conversion.
- Is Part Of:
- IOP conference series. Volume 714:Issue 4(2021)
- Journal:
- IOP conference series
- Issue:
- Volume 714:Issue 4(2021)
- Issue Display:
- Volume 714, Issue 4 (2021)
- Year:
- 2021
- Volume:
- 714
- Issue:
- 4
- Issue Sort Value:
- 2021-0714-0004-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-03
- Subjects:
- Markov zone conversion -- dynamic prediction -- total prediction.
Earth sciences -- Periodicals
Environmental sciences -- Congresses
Environmental sciences -- Periodicals
550.5 - Journal URLs:
- http://iopscience.iop.org/1755-1315 ↗
http://ioppublishing.org/ ↗ - DOI:
- 10.1088/1755-1315/714/4/042021 ↗
- Languages:
- English
- ISSNs:
- 1755-1307
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4565.243000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25436.xml