Comments on: TAA Model for June, 2012 http://marketsci.wordpress.com/2012/05/31/taa-model-for-june-2012/ a repository for my research on wrangling these unruly markets Fri, 24 May 2013 04:19:15 +0000 hourly 1 http://wordpress.com/ By: Anonymouse http://marketsci.wordpress.com/2012/05/31/taa-model-for-june-2012/#comment-6532 Fri, 01 Jun 2012 18:52:23 +0000 http://marketsci.wordpress.com/?p=11673#comment-6532 Interesting model.

My only thought is that regime-switching models probably work better at non-standard times such as this, especially with macro models.

]]> By: Friday links: disappointing daze | Abnormal Returns http://marketsci.wordpress.com/2012/05/31/taa-model-for-june-2012/#comment-6531 Fri, 01 Jun 2012 16:52:57 +0000 http://marketsci.wordpress.com/?p=11673#comment-6531 [...] Where one TAA model stands.  (MarketSci Blog) [...]

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