Similar Search Results

Can Warren Buffett forecast equity market corrections?

Lleo, Sébastien; Ziemba, William T. - In: The European journal of finance 25 (2019) 4, pp. 369-393

Persistent link: https://www.econbiz.de/10012206981

Advanced financial market forecasting : integrating Monte Carlo simulations with ensemble Machine Learning models

Deep, Akash - In: Quantitative finance and economics 8 (2024) 2, pp. 286-314

Persistent link: https://www.econbiz.de/10015133043

Tests for cointegration with two unknown regime shifts with an application to financial market integration

Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 497-505

Persistent link: https://www.econbiz.de/10003776737

The Oxford handbook of economic forecasting

Clements, Michael P. (ed.); Hendry, David F. (ed.) - 2011

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …

Persistent link: https://www.econbiz.de/10012669772

The Oxford handbook of economic forecasting

Clements, Michael P. (ed.); Hendry, David F. (ed.) - 2011

Persistent link: https://www.econbiz.de/10013478202

Does a financial accelerator improve forecasts during financial crises? : evidence from Japan with prediction-pooling methods

Hasumi, Ryo; Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; … - In: Journal of Asian economics 60 (2019), pp. 45-68

Persistent link: https://www.econbiz.de/10012256541

Hands-On Value-at-Risk and expected shortfall : a practical primer

Auer, Martin - 2018

1 Introduction -- 2 Motivation -- Part I MEASURES -- 3 Basic Terms and Notation -- 4 Historical Value-at-Risk -- 5 Sensitivities -- 6 Stress Tests -- 7 Analytical Value-at-Risk -- 8 Expected Shortfall -- 9 Model Choices -- 10 A Monte Carlo Modi cation -- 11 Support Measures -- Part II OPERATIONS...

Persistent link: https://www.econbiz.de/10013341689

The superiority of the EGARCH-Odd Exponentiated Skew-t model in predicting financial returns volatility

Adubisi, Obinna Damian; Abdulkadir, Ahmed; Adubisi, … - In: Iranian economic review : journal of University of Tehran 28 (2024) 4, pp. 1176-1202

Persistent link: https://www.econbiz.de/10015403117

Exploiting uncertainty with market timing in corporate bond markets

Bektic, Demir; Regele, Tobias - In: The journal of asset management 19 (2018) 2, pp. 79-92

Persistent link: https://www.econbiz.de/10011847661

Predicting returns on asset markets of a small, open economy and the influence of global risks

Haab, David R.; Nitschka, Thomas - 2017

Persistent link: https://www.econbiz.de/10011794321