Search Results - subject:"Econometric Model"

Machine Learning, Neural Networks and Econometric Models for Prediction the Realized Volatility of Bitcoin and E-Mini S&P500

Manevich, Vyacheslav; Ignatov, Dmitry - 2023

The article compares ARMA, boosting, neural network models, GARCH and HAR models, and proposes a new efficient method for forecasting one day ahead of the realized volatility of financial series. The GARCH and HAR models are taken as comparable models, which showed the best results in Manevich...

Persistent link: https://www.econbiz.de/10014258073

Fitting Negatively Valued Functions in Econometric Modeling. A Simple Solution

Gkillas, Konstantinos; Kountzakis, Christos - 2023

We suggest a simple yet novel solution for fitting negatively valued functions in economic modeling and treating the econometric issues of estimation arising. To this end, we suggest representing complex arguments by simpler, more intuitive arguments in polar coordinates which, in turn, allow us...

Persistent link: https://www.econbiz.de/10014258209

Does more expert adjustment associate with less accurate professional forecasts?

Franses, Philip Hans; Welz, Max - In: Journal of risk and financial management : JRFM 13 (2020) 3/44, pp. 1-7

Professional forecasters can rely on an econometric model to create their forecasts. It is usually unknown to what … extent they adjust an econometric model-based forecast. In this paper we show, while making just two simple assumptions, that … econometric model. A key feature of the data that facilitates our estimates is that we have forecast updates for the same forecast …

Persistent link: https://www.econbiz.de/10012174156

Exploring the role of trust indicators in the P2P economy : analysis and simulations of an Airbnb market

Fleischer, Aliza; Ert, Eyal; Bar-Nachum, Ziv - 2020

Persistent link: https://www.econbiz.de/10014296997

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.

Persistent link: https://www.econbiz.de/10015206755

Network models in finance : expanding the tools for portfolio and risk management

Konstantinov, Gueorgui; Fabozzi, Frank J. - 2025

"*Network Models in Finance: Expanding the Tools for Portfolio and Risk Management* explores the application of network theory to asset management, emphasizing how network-based methodologies can enhance portfolio and risk management. The book integrates quantitative modeling, causal...

Persistent link: https://www.econbiz.de/10015127038

Influences of gender diversity on the implications of CSR and financial performance : an Indian perspective

Paul, Som Nath; Upadhyay, Rajesh Kumar; Garg, Ashima - In: International journal of business excellence : IJBEX 36 (2025) 1, pp. 133-147

Persistent link: https://www.econbiz.de/10015408217

Quantifying the digitalisation impact on the EU economy: Case study : Germany and Sweden vs. Romania and Greece

Ionescu, Victor-Romeo; Zlati, Monica Laura; Antohi, … - In: Amfiteatru Economic Journal 24 (2022) 59, pp. 61-76

novelty of this research is the conceptualization, validation and testing of an econometric model capable of quantifying the …

Persistent link: https://www.econbiz.de/10014461938

Econometric approach to assessing the transfer fees and values of professional football players

Poli, Raffaele; Besson, Roger; Ravenel, Loïc - In: Economies 10 (2022) 1, pp. 1-14

actors decide prices? This paper presents an econometric model unveiling the key factors coming into play in determining fees …

Persistent link: https://www.econbiz.de/10013199947

The incidence of the U.S.-China solar trade war

Houde, Sebastien; Wang, Wenjun - 2022

resulting from the U.S. government-initiated trade tariffs against Chinese solar manufacturers. Our structural econometric model …

Persistent link: https://www.econbiz.de/10013202458