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Persistent link: https://www.econbiz.de/10010147158
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in … scale-models and the implicit loss of information of small-scale models. The estimated common factor is used to forecast the …
Persistent link: https://www.econbiz.de/10010030016
. Outof-sample results in terms of conventional forecast evaluation statistics and directional accuracy show TVP-VAR model …
Persistent link: https://www.econbiz.de/10009958060
This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations,...
Persistent link: https://www.econbiz.de/10009959113
), Sri Lanka. The daily All Share Price Index (ASPI) of CSE from January 02, 1998 to December 29, 2006 for a total number of … forecasting performance in case of all share price index of CSE, Sri Lanka. -- GARCH model ; student-t with fixed DOF 10 ; GED …
Persistent link: https://www.econbiz.de/10010118432
in favour of the TRAMO-SEATS method. In fact, this approach provides the best forecast. In terms of forecasting …
Persistent link: https://www.econbiz.de/10010148054
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This article discusses theoretically why companies cooperate in carrying out their R&D, and doing so with several external agents. From a sample of original equipment manufacturers suppliers (OEMS) located in Catalonia, we checked if they incorporated products innovation, research, design,...
Persistent link: https://www.econbiz.de/10010009033
The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...
Persistent link: https://www.econbiz.de/10009957380