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Forecasting the realized volatility in the Chinese stock market : further evidence

Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130

Persistent link: https://www.econbiz.de/10011616957

Modeling volatility risk in equity options market : a statistical approach

Dobi, Doris; Avellaneda, Marco - In: Options - 45 years since the publication of the …, (pp. 257-292). 2023

Persistent link: https://www.econbiz.de/10014366655

D-GMDH : a novel inductive modelling approach in the forecasting of the industrial economy

Zhang, Mingzhu; He, Changzheng; Gu, Xin; Liatsis, Panos; … - In: Economic modelling 30 (2013), pp. 514-520

Persistent link: https://www.econbiz.de/10009708859

Time series forecasting with a prior wavelet-based denoising step

Bašta, Milan - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 26 (2018) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10011896615

Predictability of Euro area revisions

Glass, Katharina - 2018

This study investigates the predictability of revisions to Euro-area major macroeconomic variables using real-time data from the European Central Bank. The application of nonparametric and semiparametric tests enables robust conclusions about the predictability of revisions. Though there is wide...

Persistent link: https://www.econbiz.de/10011775633

Data revisions to German national accounts : are initial releases good nowcasts?

Strohsal, Till; Wolf, Elias - In: International journal of forecasting 36 (2020) 4, pp. 1252-1259

Persistent link: https://www.econbiz.de/10012546656

Employment reconciliation and nowcasting

Goto, Eiji; Jacobs, Jan; Sinclair, Tara M.; Van Norden, … - In: Journal of applied econometrics 38 (2023) 7, pp. 1007-1017

Persistent link: https://www.econbiz.de/10014474388

Quantifying noise in survey expectations

Juodis, Artūras; Kucinskas, Simas - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 609-650

bias (systematic mistakes) or noise (unsystematic mistakes). We develop a framework for quantifying the level of noise in … structure for individual expectations. Using data from professional forecasters, we find that the magnitude of noise is large …

Persistent link: https://www.econbiz.de/10014308585

What do market-calibrated stochastic processes indicate about the long-term price of crude oil?

Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 44 (2014), pp. 212-221

Persistent link: https://www.econbiz.de/10010457221

Sound branch cash management for less : a low-cost forecasting algorithm under uncertain demand

García Cabello, Julia; Lobillo, F. J. - In: Omega : the international journal of management science 70 (2017), pp. 118-134

Persistent link: https://www.econbiz.de/10011711980