Showing 1 - 10 of 252
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
Persistent link: https://www.econbiz.de/10009449118
The stylized fact of time-varying volatility in financial series is commonly accepted amongst scholars as well as practitioners. The GARCH model has been exceptionally successful in this area. Our approach, the minimally cross-entropic conditional density (MCECD) model, is a generalization of...
Persistent link: https://www.econbiz.de/10009434643
Motivated by the problem of setting prediction intervals in time series analysis, we suggest two new methods for conditional distribution estimation. The first method is based on locally fitting a logistic model and is in the spirit of recent work on locally parametric techniques in density...
Persistent link: https://www.econbiz.de/10009437734
Purpose: This paper aims to provide new evidence regarding the firm performance implications of using temporal orientation (time pacing) and information technology (IT) to align an organization with its task environment. Design/methodology/approach: Using questionnaire data provided by top...
Persistent link: https://www.econbiz.de/10009441729
Based on the 2008 Shaanxi Statistical Yearbook and the relevant data of Shaanxi GDP in the years 1952-2007, SPSS statistical software and time series analysis are used to establish ARIMA (1.2,1) time series model, according to the four steps, recognition rules and stationary test of time series...
Persistent link: https://www.econbiz.de/10009442702
An approach that combines seasonality removal with a multivariate, state-space, time series forecasting model is developed to provide shortrun forecasts for the US salmon market. Time series included in the model are: US fresh Atlantic salmon wholesale price index; fresh salmon (Atlantic, coho...
Persistent link: https://www.econbiz.de/10009444676
The conditional volatility in the daily spot prices of the crops traded on the South African Futures Exchange (yellow maize, white maize, wheat, sunflower seed and soybeans) is determined. The volatility in the prices of white maize, yellow maize and sunflower seed have been found to vary over...
Persistent link: https://www.econbiz.de/10009445101
This paper explores the applicability of time series analysis for stock trend forecast and presents the Self projecting Time Series Forecasting (STSF) System which we have developed. The basic idea behind this system is the online discovery of mathematical formulae that can approximately...
Persistent link: https://www.econbiz.de/10009448087
In this thesis we study three basic issues related to international black tea markets: Are black tea markets integrated? Where is the price of black tea discovered? Are there leaders and followers in black tea markets? We use two statistical techniques as engines of analysis. First, we use time...
Persistent link: https://www.econbiz.de/10009465023