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~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"Institutionen för Nationalekonomi, Umeå Universitet"
~subject:"Estimation"
~subject:"case study"
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Institutionen för Nationalekonomi, Umeå Universitet
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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The Impact of Jumps and Leverage in
Forecasting
Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2015
__Abstract__ The paper investigates the impact of jumps in
forecasting
co-volatility, accommodating leverage effects … for
forecasting
weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011274348
Saved in:
2
The impact of
forecasting
errors on warehouse labor efficiency: A case study in consumer electronics
Dekker, Rommert
;
Kim, Kim, T.Y.
;
Heij, Heij, C.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2013
over-
forecasting
and the associated ample labor supply for the warehouse. As compared to under-forecasted days, labor … estimated from daily data on bias and labor efficiency. The positive effects of intentional over-
forecasting
on productivity are …
Persistent link: https://www.econbiz.de/10010731669
Saved in:
3
Generalized Integer-Valued Autoregression
Brännäs, Kurt
;
Hellström, Jörgen
-
Institutionen för Nationalekonomi, Umeå Universitet
-
1999
first and second order both conditional and unconditional moments can be obtained. Hence estimation, testing and
forecasting
…
Persistent link: https://www.econbiz.de/10005198011
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