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Range-based volatility estimation and forecasting

Benčík, Daniel - 2014

In this paper, we analyze new possibilities in predicting daily ranges, i.e. differences between daily high and low prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to simple daily ranges and explore the use of these more...

Persistent link: https://www.econbiz.de/10010461231

Pitfalls and possibilities in predictive regression

Phillips, Peter C. B. - 2015

Persistent link: https://www.econbiz.de/10011312325

Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression

Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555

Persistent link: https://www.econbiz.de/10011339279

The application of Bayesian estimation for the prediction of economic trends

Nakamura, Norimasa; Kita, Eisuke - In: The review of socionetwork strategies 16 (2022) 2, pp. 239-258

Persistent link: https://www.econbiz.de/10013461731

Long run predictions

Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90

Persistent link: https://www.econbiz.de/10013464960

Reconsidering the import demand function of China : evidence from asymmetric cointegration

Ghosh, Sudeshna - In: International journal of economics and business … 19 (2020) 3, pp. 245-265

Persistent link: https://www.econbiz.de/10012205603

A multivariate cointegration time series model and its applications in analysing stock markets in China

Zhao, Yan-Yong; Ye, Xu-Guo; Han, Zhong-Cheng - In: Economic research 33 (2020) 1,1, pp. 698-711

Persistent link: https://www.econbiz.de/10013173566

Outward foreign direct investment and economic growth in china : evidence from asymmetric ardl approach

Ali, Usman; Shan, Wei; Wang, Jian-Jun; Amin, Azka - In: Journal of business economics and management 19 (2018) 5, pp. 706-721

from China. For empirical analysis, we utilized asymmetric ARDL technique, which documents the potential asymmetric effects … variables and thus lead to misleading results. Particularly, the findings revealed that economic growth in China responds …

Persistent link: https://www.econbiz.de/10012174930

Foreign trade and China's economic development : a time-series analysis

Lin, Shuanglin - In: Journal of economic development 25 (2000) 1, pp. 145-153

Persistent link: https://www.econbiz.de/10001500077

Does inflation variability affect the demand for money in China? : Evidence from error-correction models

Arize, Augustine Chuck; Malindretos, John - In: International economic journal 14 (2000) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10001465364