We propose a granular framework that makes use of advanced statistical methods to approximate developments in economy-wide expected corporate earnings. In particular, we evaluate the dynamic network structure of stock returns in the United States as a proxy for the transmission of shocks through...

A spacings-based prediction method for future upper record values is proposed as an alternative to maximum likelihood prediction. For an underlying family of distributions with continuous cumulative distribution functions, the general form of the predictor as a function of the estimator of the...

We propose a granular framework that makes use of advanced statistical methods to approximate developments in economy-wide expected corporate earnings. In particular, we evaluate the dynamic network structure of stock returns in the United States as a proxy for the transmission of shocks through...

The main objective of this research is to construct forecast intervals for inflation and unemployment rate in Romania. Two types of techniques were employed: bootstrap technique (tpercentile method) and historical error technique (root mean square error method- RMSE). The forecast intervals...

The properties of biodiesel as fuel are strongly defined by the molecular structure of its constituent species (saturated, unsaturated and hydroxylated fatty acid alkyl esters). Improving fuel properties and energetic patterns in biodiesel implies optimising its fatty ester structures and...

This study performs the challenging task of examining the forecastability behavior of the stock market returns for the Dow Jones Islamic Market (DJIM) and the Dow Jones Industrial Average (DJIA) indices, using non-parametric regressions. These indices represent different markets in terms of...