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This paper presents theoretical models and their empirical results for the return and variance dynamics of German stocks. A factor structure is used in order to allow for a parsimonious modeling of the first two moments of returns. Dynamic factor models with GARCH dynamics (GARCH(1,1)-M,...
Persistent link: https://www.econbiz.de/10005407963
Research on forecasting is extensive and includes many studies that have tested alternative methods in order to … determine which ones are most effective. We review this evidence in order to provide guidelines for forecasting for marketing …, extrapolation, rule-based forecasting, expert systems, and econometric methods. We discuss research about which methods are most …
Persistent link: https://www.econbiz.de/10005408119
This paper reviews the empirical research on forecasting in marketing. In addition, it presents results from some small …
Persistent link: https://www.econbiz.de/10005119356