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<<A>> software framework for data based analysis
Krätzig, Markus - 2005
, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …
Persistent link: https://www.econbiz.de/10009467166
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Time series analysis : textbook for students of economics and business administration ; [part 2]
Strohe, Hans Gerhard - 2004
Persistent link: https://www.econbiz.de/10009449118
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Macroeconomic Impacts Of Oil Price Levels And Volatility On Indonesia
Gozali, Marcel - 2010
This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …
Persistent link: https://www.econbiz.de/10009449289
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Regulation of International Financial Markets by Transactions Taxes: The Effect of the Tobin Tax on Trade Volume und Exchange Rate Volatility
Haberer, Markus - 2006
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
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Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange
Henke, Harald - 2004
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
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Minimally cross-entropic conditional density : a generalization of the GARCH model
Scherer, Matthias - 2011
The stylized fact of time-varying volatility in financial series is commonly accepted amongst scholars as well as …
Persistent link: https://www.econbiz.de/10009434643
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Methods for estimating a conditional distribution function
Hall, Peter; Wolff, Rodney C.; Yao, Qiwei - 1999
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
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The performance implications of temporal orientation and information technology in organization-environment synergy
Dibrell, Clay; Davis, Peter S.; Craig, Justin B. - 2009
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
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Analysis and Forecast of Shaanxi GDP Based on the ARIMA Model
Ning, Wei; Kuan-jiang, Bian; Zhi-fa, Yuan - 2010
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
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Deseasonalized Sate-Space Time Series Forecasting with Application to the US Salmon Market
Gu, Guang; Anderson, James L. - 1995
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