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Posterior-predictive evidence on US inflation using extended Philips curve models with non-filtered data

Basturk, Nalan; Çakmaklı, Cem; Ceyhan, Pinar; Dijk, … - 2013

Persistent link: https://www.econbiz.de/10010191387

Posterior-predictive evidence on US inflation using Philips curve models with non-filtered time series

Basturk, Nalan; Çakmaklı, Cem; Ceyhan, Pinar; Dijk, … - 2013

Persistent link: https://www.econbiz.de/10009724100

Combined forecasts from linear and nonlinear time series models

Terui, Nobuhiko; Dijk, Herman K. van - 2000

Persistent link: https://www.econbiz.de/10001464744

Bayesian combinations of stock price predictions with an application to the Amsterdam exchange index

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011

Persistent link: https://www.econbiz.de/10009126681

Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices

Gatarek, Lukasz; Hoogerheide, Lennart; Dijk, Herman K. van - 2014

In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a cointegration model, of pairs of stock prices. We show...

Persistent link: https://www.econbiz.de/10010259626