Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
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More about this item
Keywords
mean changing model; stochastic processes; Apple Computer stock; trend following strategies; bubble asset price exits; stock market crashes; errors in mean estimates; portfolio optimization; Covid-19 2020 era;All these keywords.
JEL classification:
- B20 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - General
- G00 - Financial Economics - - General - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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