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Recently, the continuous double auction, i.e. the trading mechanism used in the majority of the financial markets, is the subject of an extensive study. In the present paper, a model of the continuous double auction with the completely random flow of the limit orders is studied. The main result...
Persistent link: https://www.econbiz.de/10005407942
This paper presents theoretical models and their empirical results for the return and variance dynamics of German stocks. A factor structure is used in order to allow for a parsimonious modeling of the first two moments of returns. Dynamic factor models with GARCH dynamics (GARCH(1,1)-M,...
Persistent link: https://www.econbiz.de/10005407963
PROBLEM SOLVING OF FORECASTING ON SHORT PERIODS IN THE CASE OF TRANSITIONAL STRUCTURE-CHANGING CHARACTER OF DEVELOPMENT …
Persistent link: https://www.econbiz.de/10005407982
Implications of nonlinearity, nonstationarity and misspecification are considered from a forecasting perspective. My …
Persistent link: https://www.econbiz.de/10005408003
Romer (1993) suggests that universities should undertake experiments that would test the value of mandatory attendance for economics courses. He presents evidence showing that those who attended his classes received higher grades on his exams and concluded that “an important part of the...
Persistent link: https://www.econbiz.de/10005408076
its probable success given future trends and its impacts on the human and natural environment. Forecasting, by which I …
Persistent link: https://www.econbiz.de/10005408087
In forecasting demand for expensive consumer goods, direct questioning of potential consumers about their future …
Persistent link: https://www.econbiz.de/10005408089
Research on forecasting is extensive and includes many studies that have tested alternative methods in order to … determine which ones are most effective. We review this evidence in order to provide guidelines for forecasting for marketing …, extrapolation, rule-based forecasting, expert systems, and econometric methods. We discuss research about which methods are most …
Persistent link: https://www.econbiz.de/10005408119
the commitment of International Journal of Forecasting to replication research. In addition the study examines procedures … forecasting methods. On the negative side, FHMM does not fully describe the conditions under which one might expect a given …
Persistent link: https://www.econbiz.de/10005408123
It seems trivial to point out that one of the major goals of the International Institute of Forecasters is to communicate research findings. In particular, the IIF tries to foster communication among researchers, between researchers and practitioners, across nationalities, and across...
Persistent link: https://www.econbiz.de/10005408131