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~subject:"Einheitswurzeltest"
~subject:"Forecast"
~subject:"Theorie"
~subject:"correlation"
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Einheitswurzeltest
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Random walk
276
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random walk
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1
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1
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
2
Quality design based on kernel trick and Bayesian semiparametric model for multi-response processes with complex correlations
Yang, Shijuan
;
Wang, Jianjun
;
Cheng, Xiaoying
;
Wu, Jiawei
; …
- In:
International journal of production research
62
(
2024
)
12
,
pp. 4407-4426
Persistent link: https://www.econbiz.de/10014547339
Saved in:
3
Disclosing a
random
walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
Saved in:
4
Forecasting the variability of stock index returns with the multifractal
random
walk
model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
5
Commodity prices and exchange rates : evidence from commodity-dependent developed and emerging economies
Haider, Saba
;
Nazir, Mian Sajid
;
Jiménez, Alfredo
; …
- In:
International journal of emerging markets
18
(
2023
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10014333446
Saved in:
6
Forecasting the U.S. Dollar in the 21st Century
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
Journal of international economics
141
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014280840
Saved in:
7
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...
Persistent link: https://www.econbiz.de/10014337024
Saved in:
8
A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit
;
Archana Singh
;
Kumar, Nand
- In:
International journal of applied management science : IJAMS
15
(
2023
)
4
,
pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
Saved in:
9
Forecasts of the real price of oil revisited : do they beat the
random
walk
?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
10
Multidimensional sorting under random search
Lindenlaub, Ilse
;
Postel-Vinay, Fabien
- In:
Journal of political economy
131
(
2023
)
12
,
pp. 3497-3539
Persistent link: https://www.econbiz.de/10014467242
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