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~subject:"Zeitreihenanalyse"
~subject:"statistics"
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1
Disclosing a random walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
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2
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
Saved in:
3
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
4
Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
Saved in:
5
A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit
;
Archana Singh
;
Kumar, Nand
- In:
International journal of applied management science : IJAMS
15
(
2023
)
4
,
pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
Saved in:
6
Empirical study of velocity of money in India : trends and its implications
Singh, Abhinav
- In:
International journal of economic policy in emerging …
18
(
2023
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10015063126
Saved in:
7
Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation
Pfeiffer, Ray J.
;
Teitel, Karen
;
Wahab, Susan
;
Wahab, …
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150032-1-2150032-42
Persistent link: https://www.econbiz.de/10012805192
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8
Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates
Söylemez, Arif Orçun
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10013263374
Saved in:
9
Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Kirikos, Dimitris G.
- In:
Journal of financial economic policy
14
(
2022
)
6
,
pp. 811-822
Persistent link: https://www.econbiz.de/10013454194
Saved in:
10
Temporal aggregation of random walk processes and implications for economic analysis
Ahmad, Yamin S.
;
Payá, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198637
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