Search Results - person:"Küsters, Ulrich"

Advancing price comparison sites by forecasting prices of consumer goods

Falkenberg, Anne - 2022

Persistent link: https://www.econbiz.de/10012819366

Forecasting price decline events for consumer goods

Buchwitz, Benjamin - 2019

Persistent link: https://www.econbiz.de/10012213119

Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series

Kömm, Holger; Küsters, Ulrich - In: International journal of forecasting 31 (2015) 3, pp. 598-608

Persistent link: https://www.econbiz.de/10011474425

Konkurrierende Prognoseverfahren für die Lagerhaltung

Küsters, Ulrich; Nieberle, Ekaterina; Speckenbach, Jan - In: Produktionsplanung und -steuerung : Forschungsansätze, …, (pp. 153-178). 2015

Persistent link: https://www.econbiz.de/10011293410

Forecasting Zero-Inflated Price Changes with a Markov Switching Mixture Model for Autoregressive and Heteroscedastic Time Series

Kömm, Holger - 2015

The weekly change of several German milkbased commodity prices do not only exhibit traditional patterns like mean dependence and volatility clustering, but also a high frequency of zero changes which can not be explained by well known ARIMA-GARCH models. Therefore, we develop a new mixture model...

Persistent link: https://www.econbiz.de/10013036254