Search Results - subject:"nonoverlapping"

To aggregate or not to aggregate : forecasting of finite autocorrelated demand

Rostami-Tabar, Bahman; Babai, M. Zied; Syntetos, Aris A. - In: Journal of the Operational Research Society 74 (2023) 8, pp. 1840-1859

Persistent link: https://www.econbiz.de/10014336347

Global reversal strategy : equilibrium of endogenous trading?

Wouassom, Alain - In: Review of behavioral finance : RBF 16 (2024) 6, pp. 1087-1113

Persistent link: https://www.econbiz.de/10015415560

Global reversal strategy: equilibrium of endogenous trading?

Wouassom, Alain - In: Review of Behavioral Finance 16 (2024) 6, pp. 1087-1113

Purpose After considering the price reversal among countries' indices as a global, coordinated and generalized phenomenon, this paper aims to examine the profitability of the reversal strategy internationally and find an economically essential and predictive reversal effect. Indices' portfolios...

Persistent link: https://www.econbiz.de/10015355292

Learning human activity patterns using clustered point processes with active and inactive states

Zhang, Jingfei; Cai, Biao; Zhu, Xuening; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 388-398

Persistent link: https://www.econbiz.de/10014448179

Real-time Bayesian learning and bond return predictability

Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130

Persistent link: https://www.econbiz.de/10013441922

Heterogeneous labor and agglomeration over generations

Ihara, Ryusuke - 2018

Persistent link: https://www.econbiz.de/10012133646

On the performance of overlapping and non-overlapping temporal demand aggregation approaches

Boylan, John E.; Babai, M. Zied - In: International journal of production economics 181 (2016), pp. 136-144

Persistent link: https://www.econbiz.de/10011619248

Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84

Persistent link: https://www.econbiz.de/10011477277

Speed of adjustment within currency markets

Boulter, Terry - 2007

currencies for the entire year of 1996 using half hourly non-overlapping return intervals. We find that the bulk of adjustment to …

Persistent link: https://www.econbiz.de/10009483846

Numerical modelling of the weight-bearing total knee joint replacement and usage in practice

Daněk, Josef; Nedoma, Jiří; Hlaváček, Ivan; … - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 49-56

-linear contact problem with Coulombian friction in elasticity. The non-overlapping domain decomposition algorithm will be used. The …

Persistent link: https://www.econbiz.de/10011050926