Search Results - subject:"Random Walk"

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354

Placebo in the random walk of stock price : momentum effect of corporate site visits

Yang, Jinyu; Xia, Guoen; Dong, Dayong - In: Research in international business and finance 70 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015056316

Higher-order assortativity for directed weighted networks and Markov chains

Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - In: European journal of operational research : EJOR 316 (2024) 1, pp. 215-227

Persistent link: https://www.econbiz.de/10014573972

A heuristic method to solve an assignment problem using a random walk approximation

Monteiro, Léo; Tremblay, Hugo; Séguin, Sara - 2024

Persistent link: https://www.econbiz.de/10015101664

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

Kuryłek, Wojciech - In: Journal of banking and financial economics 19 (2023) 1, pp. 26-43

seasonal random walk (SRW) model across all quarters, which describes quite well the behavior of the Polish market compared to … naive seasonal random walk model, whereas in the US the most adequate models are of a more sophisticated ARIMA type …

Persistent link: https://www.econbiz.de/10014285928

A century-long analysis of global warming and earth temperature using a random walk with drift approach

Wang, Leon; Wang, Leigh; Li, Yang; Wang, John - In: Decision analytics journal 7 (2023), pp. 1-10

analyzing temperature changes over the past century, uncovering alarming results. Various models, including the Random Walk with …

Persistent link: https://www.econbiz.de/10014497326

A discrete-time homing problem with two optimizers

Lefebvre, Mario - In: Games 14 (2023) 6, pp. 1-10

-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the …

Persistent link: https://www.econbiz.de/10014443299

Are capital markets turning efficient? : need for financial market efficiency index

Arora, Ruchi; Mehra, Rishi - In: International journal of financial engineering 10 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014251214

Revisiting the long memory in global stock market returns : an empirical analysis

Mishra, Ashok Kumar; Mishra, Sibanjan - 2025

Persistent link: https://www.econbiz.de/10015329782

Estimating time-varying coefficients with Gretl using the VC method

Schlicht, Ekkehart - 2022

This paper documents the function and use of the Gretl function package VCwrapper.pdf that implements the VC method for estimating time-varying coefficients in linear models as described in Schlicht (2021). It builds on the VCC program by Schlicht (2021a), is easy to use and highly configurable....

Persistent link: https://www.econbiz.de/10013162174