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Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdenas, Sarunas; Liu, Keqing - 2015
Persistent link: https://www.econbiz.de/10010501947
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Gird˙enas, Šar ¯ unas; Liu, Keqing - 2015
Persistent link: https://www.econbiz.de/10011287183
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Trends in the CZK development and AR(I)MA forecasting
Melcher, Ota - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 23 (2015) 2, pp. 3-21
Persistent link: https://www.econbiz.de/10011305425
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The prediction of exchange rates with the use of auto-regressive integrated moving-average models
Spiesová, Daniela - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 5, pp. 28-38
Persistent link: https://www.econbiz.de/10011508382
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Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.; Li, Xiaoyu - In: Journal of empirical finance 38 (2016), pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
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Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda; Saunders, Charles J. - In: International journal of forecasting 33 (2017) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
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Nvidia's stock returns prediction using machine learning techniques for time series forecasting problem
Chlebus, Marcin; Dyczko, Michał; Woźniak, Michał - 2020
Persistent link: https://www.econbiz.de/10012322190
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Comparison of error correction models and first-difference models in CCAR deposits modeling
Guo, Zi-Yi - 2017 - This version: March 2017
variables are non-stationary. To cure this issue, one usually differences the data first, tests the stationarity of the first …
Persistent link: https://www.econbiz.de/10011724257