Search Results - subject:"Dynamic Forecasting"

Understanding how exchange rates are perceived and how that perception affects exchange rate forecasts

Yoshida, Yūshi - 2025

Persistent link: https://www.econbiz.de/10015453962

Forecasting the carbon price of China's national carbon market : a novel dynamic interval-valued framework

Wang, Zhengzhong; Wei, Yunjie; Wang, Shouyang - In: Energy economics 141 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015549463

Dynamic and probabilistic forecasting of multimode metro passenger flows : a functional data analysis approach

Wang, Kai; Tsung, Fugee - In: Transportation science 59 (2025) 6, pp. 1259-1282

Persistent link: https://www.econbiz.de/10015552287

Did OPEC change its behaviour after the November 2014 meeting?

Boug, Pål; Cappelen, Ådne - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2285-2305

Persistent link: https://www.econbiz.de/10013197303

Forecasting financial time-series using data mining models : A simulation study

Bou-Hamad, Imad; Jamali, Ibrahim - In: Research in international business and finance 51 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012205510

Exploring and Modeling Online Auctions Using Functional Data Analysis

Wang, Shanshan - 2007

procedures applicable to online auctions. First, we develop a dynamic forecasting system to predict the price of an ongoing … based on newlyarriving information. Our dynamic forecasting model accounts for the special features of online auction data …

Persistent link: https://www.econbiz.de/10009450766

Analysis of market volatility via a dynamically purified option price process

Luong, Chuong; Dokučaev, Nikolaj G. - In: Annals of financial economics 9 (2014) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10010391659

The macroeconomic policy effect on Nigerian agricultural performance : one-step dynamic forecasting analysis

Odior, Ernest Simeon - In: International journal of economics and finance 6 (2014) 9, pp. 190-198

Persistent link: https://www.econbiz.de/10010417778

ANALYSIS OF MARKET VOLATILITY VIA A DYNAMICALLY PURIFIED OPTION PRICE PROCESS

LUONG, CHUONG; DOKUCHAEV, NIKOLAI - In: Annals of Financial Economics (AFE) 09 (2014) 03, pp. 1450006-1

The paper studies methods of dynamic estimation of volatility for financial time series. We suggest to estimate the volatility as the implied volatility inferred from some artificial "dynamically purified" price process that in theory allows to eliminate the impact of the stock price movements....

Persistent link: https://www.econbiz.de/10011200059