The objective of this study is to predict unemployment in Indonesia in the wake of the demographic dividend. The sample used in this study is the unemployment data from 1990 to 2022 from the Indonesian Central Bureau of Statistics database. Using non-seasonal ARIMA (Autoregressive Integrated...

I present evidence that a moving average (MA) trading strategy has a greater average return and skewness as well as a lower variance compared to buying and holding the underlying asset using monthly returns of value-weighted US decile portfolios sorted by market size, book-to-market, and...

The proper forecasting of listed companies' earnings is crucial for their appropriate pricing. This paper compares forecast errors of different univariate time-series models applied for the earnings per share (EPS) data for Polish companies from the period between the last financial crisis of...