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Unrealistic expectations: the futility of precisely estimating a stock's expected return

Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64

Persistent link: https://www.econbiz.de/10014546370

Forecasting with real-time macroeconomic data : the ragged-edge problem and revisions

E. Bouwman, Kees; Jacobs, Jan - In: Journal of macroeconomics 33 (2011) 4, pp. 784-792

Persistent link: https://www.econbiz.de/10009530428

Hedge fund return sensitivity to global liquidity

Kessler, Stephan; Scherer, Bernd - In: Journal of financial markets 14 (2011) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10009266959

Data transforms with exponential smoothing methods of forecasting

Beaumont, Adrian N. - In: International journal of forecasting 30 (2014) 4, pp. 918-927

Persistent link: https://www.econbiz.de/10010517778

The HESSIAN method for models with leverage-like effects

Djegnéné, Barnabé; McCausland, William J. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 722-755

Persistent link: https://www.econbiz.de/10011339247

Output growth in German manufacturing, 1907-1936 : a reinterpretation of time-series evidence

Veenstra, Joost - In: Explorations in economic history : EEH 57 (2015), pp. 38-49

Persistent link: https://www.econbiz.de/10011440320

High dimensional dynamic stochastic copula models

Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345

Persistent link: https://www.econbiz.de/10011504544

Forecasting the price of gold using dynamic model averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - In: International review of financial analysis 41 (2015), pp. 257-266

Persistent link: https://www.econbiz.de/10011508954

An iterative method for forecasting most probable point of stochastic demand

Behnamian, J.; Fatemi Ghomi, S. M. T.; Karimi, B.; … - In: Journal of industrial engineering international 10 (2014), pp. 1-9

The demand forecasting is essential for all production and non-production systems. However, nowadays there are only few researches on this area. Most of researches somehow benefited from simulation in the conditions of demand uncertainty. But this paper presents an iterative method to find most...

Persistent link: https://www.econbiz.de/10011556537

The external finance premium in Brazil : empirical analyses using state space models

Oliveira, Fernando Nascimento de - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 97-131

Persistent link: https://www.econbiz.de/10011538979