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ECONIS (ZBW)
223
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Date (oldest first)
1
Analysts versus the
random
walk
in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
A century-long analysis of global warming and earth temperature using a
random
walk
with drift approach
Wang, Leon
;
Wang, Leigh
;
Li, Yang
;
Wang, John
- In:
Decision analytics journal
7
(
2023
),
pp. 1-10
analyzing temperature changes over the past century, uncovering alarming results. Various models, including the
Random
Walk
with …
Persistent link: https://www.econbiz.de/10014497326
Saved in:
3
The modeling of earnings per share of Polish companies for the post-financial crisis period using
random
walk
and ARIMA models
Kuryłek, Wojciech
- In:
Journal of banking and financial economics
19
(
2023
)
1
,
pp. 26-43
seasonal
random
walk
(SRW) model across all quarters, which describes quite well the behavior of the Polish market compared to … naive seasonal
random
walk
model, whereas in the US the most adequate models are of a more sophisticated ARIMA type …
Persistent link: https://www.econbiz.de/10014285928
Saved in:
4
Forward Jump
Random
Walk
on a Cycle Graph and Its Hitting Time
Kaikeaw, Rachanai
;
Marupanthorn, Pasin
-
2023
This paper presents an investigation into a
random
walk
on a cycle graph with restricted forward movement at most $m …$ steps, known as the forward jump
random
walk
. The study derives precise formulas for the probability mass function of the …
Persistent link: https://www.econbiz.de/10014347075
Saved in:
5
Mean-reversion risk and the
random
walk
hypothesis
Jones, C. Kenneth
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 493-516
Persistent link: https://www.econbiz.de/10014431296
Saved in:
6
Estimating time-varying coefficients with Gretl using the VC method
Schlicht, Ekkehart
-
2022
This paper documents the function and use of the Gretl function package VCwrapper.pdf that implements the VC method for estimating time-varying coefficients in linear models as described in Schlicht (2021). It builds on the VCC program by Schlicht (2021a), is easy to use and highly configurable....
Persistent link: https://www.econbiz.de/10013162174
Saved in:
7
Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine
;
Aouad, Hadjar Soumia
;
Djellouli, Nassima
- In:
Management dynamics in the knowledge economy
10
(
2022
)
4/38
,
pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
Saved in:
8
Forecasting the variability of stock index returns with the multifractal
random
walk
model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
-
2021
We adapt the multifractal
random
walk
model by Bacry et al. (2001) to realized volatilities (denoted RV-MRW) and take …
Persistent link: https://www.econbiz.de/10012672178
Saved in:
9
A power booster factor for out-of-sample tests of predictability
Pincheira, Pablo
- In:
Economía : revista del Departamento de Economía, …
45
(
2022
)
89
,
pp. 150-183
Persistent link: https://www.econbiz.de/10014253600
Saved in:
10
Disclosing a
Random
Walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
-
2022
We examine a dynamic disclosure model in which the value of a firm follows a
random
walk
. Every period, with some …
Persistent link: https://www.econbiz.de/10013306273
Saved in:
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