Narrow search
Showing 1 - 8 of 8
Cover Image
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim; Zimmer, Lukas; Merbecks, Constantin - In: Review of derivatives research 26 (2023) 2/3, pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Cover Image
Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Cover Image
Inference pitfalls in Lee-Carter model for forecasting mortality
Leng, Xuan; Peng, Liang - In: Insurance / Mathematics & economics 70 (2016), pp. 58-65
Persistent link: https://www.econbiz.de/10011597167
Cover Image
Common trends in international tourism demand : are they useful to improve tourism predictions?
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Tourism management perspectives : TMP 16 (2015), pp. 116-122
Persistent link: https://www.econbiz.de/10011415030
Cover Image
Forecasting the price of gold
Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
Cover Image
Forecasting seasonal tourism demand using a multiseries structural time series method
Chen, Jason Li; Li, Gang; Wu, Chenguang; Shen, Shujie - In: Journal of travel research : a quarterly publication of … 58 (2019) 1, pp. 92-103
Persistent link: https://www.econbiz.de/10011982242
Cover Image
BVAR: Bayesian vector autoregressions with hierarchical prior selection in R
Kuschnig, Nikolas; Vashold, Lukas - 2019
Persistent link: https://www.econbiz.de/10012138222
Cover Image
Multivariate micro prediction analysis of qualitative models
Zimmermann, Klaus F. - 1985
Persistent link: https://www.econbiz.de/10014291361