practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

, Earnings, Dividends and Cointegration -- Chapter 3. Forecasting Stock Returns - Historical Mean vs. Dividend Yield: Rolling …

Macroeconomics -- Volatility and Asset Prices -- Forecasting and Spectral Analysis. … economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An …

international finance is one prominent example where decision making is often fraud to mistakes, and tasks such as forecasting …

The book focuses on forecasting foreign exchange rates via artificial neural networks. It creates and applies the … highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting. The result … is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a …

structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and … application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of …1. Introduction -- 2. ARMA models -- 3. Forecasting stationary processes -- 4. Estimation of Mean and Autocovariance …

empirisch beobachtete Abweichung von der ungedeckten Zinsparität beim US-Dollar/Euro-Wechselkurs erklären kann. Außerdem …