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Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Wegener, Christoph; Spreckelsen, Christian von; Basse, … - In: Journal of forecasting 35 (2016) 1, pp. 86-92

Persistent link: https://www.econbiz.de/10011417732

Kunze, Frederik - In: International journal of bonds and derivatives 1 (2014) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10011312441

Saltoglu, Burak; Yazgan, Mustafa Ege - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 48-63

Persistent link: https://www.econbiz.de/10009714773

Shagi, Makram el-; Giesen, Sebastian - In: Journal of economic policy reform 17 (2014) 1, pp. 91-97

Persistent link: https://www.econbiz.de/10010358405

Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

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

Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2013

Persistent link: https://www.econbiz.de/10011455896

Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2014

Persistent link: https://www.econbiz.de/10011456434

Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19

. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …

Persistent link: https://www.econbiz.de/10011505854

Benčík, Daniel - 2014

a vector error-correction model of daily highs and lows. Contrary to intuition, models based on co-integration of daily …

Persistent link: https://www.econbiz.de/10010461231