Search Results - subject:"data frequency"

Why you should use high frequency data to test the impact of exchange rate on trade

Shaar, Karam; Khaled, Mohammed S. - In: Applied economics letters 25 (2018) 18, pp. 1292-1295

Persistent link: https://www.econbiz.de/10012135386

Performance ranking (dis)similarities in commodity markets

Zhang, Hanxiong; Auer, Benjamin R.; Vortelinos, Dimitrios I. - In: Global finance journal 35 (2018), pp. 115-137

Persistent link: https://www.econbiz.de/10012124804

Data frequency and mutual fund performance measures

Parshakov, Petr; Semushin, Anton - In: Applied Econometrics 25 (2012) 1, pp. 95-114

We focus on correlation between the estimates of manager’s skills to invest and the frequency of measurement results obtained by them, which can lead to distortion of investment decisions. We found that estimates of performance measures depend not only on the frequency of observations, but on...

Persistent link: https://www.econbiz.de/10009652146

Does higher-frequency data always help to predict longer-horizon volatility?

Charoenwong, Ben; Feng, Guanhao - In: Journal of risk 19 (2017) 5, pp. 55-75

Persistent link: https://www.econbiz.de/10011747111

Evaluating monthly volatility forecasts using proxies at different frequencies

Ñíguez, Trino-Manuel - In: Finance research letters 17 (2016), pp. 41-47

Persistent link: https://www.econbiz.de/10011596208

Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach

Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66

Persistent link: https://www.econbiz.de/10011641377

$25 spring wheat was a bubble, right?

Etienne, Xiaoli Liao; Irwin, Scott H.; Garcia, Philip - In: Agricultural Finance Review 75 (2015) 1, pp. 114-132

Purpose – The purpose of this paper is to test for bubbles in the US hard red spring (HRS) wheat market from 2004 to 2014, with particular focus on 2007-2008 when the market experienced record-high price volatility. Design/methodology/approach – The authors apply a recently developed bubble...

Persistent link: https://www.econbiz.de/10014667697

Can Google data improve the forecasting performance of tourist arrivals? : mixed-data sampling approach

Bangwayo-Skeete, Prosper F.; Skeete, Ryan W. - In: Tourism management : research, policies, practice 46 (2015), pp. 454-464

Persistent link: https://www.econbiz.de/10010486206

New empirical evidence from assessing financial market integration, with application to Saudi Arabia

Jouini, Jamel - In: Economic modelling 49 (2015), pp. 198-211

Persistent link: https://www.econbiz.de/10011439530

$25 spring wheat was a bubble, right?

Etienne, Xiaoli Liao; Irwin, Scott H.; García, Philip - In: Agricultural finance review 75 (2015) 1, pp. 114-132

Persistent link: https://www.econbiz.de/10011305761