PREDICITING BULL AND BEAR IN THE SWEDISH STOCK MARKET
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. After using a nonparametric approach to identify the regimes of bull and bear periods in the market I looked at both an in sample and out of sample test. Based