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Terrorism and tourism in developed versus developing countries
Thompson, Alexi - In: Tourism economics : the business and finance of tourism … 17 (2011) 3, pp. 693-700
Persistent link: https://www.econbiz.de/10009154712
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Forecasting intermittent demand : a comparative study
Teunter, Ruud H.; Duncan, L. - In: Journal of the Operational Research Society : OR 60 (2009) 3, pp. 321-329
Persistent link: https://www.econbiz.de/10003856720
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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-Chun (contributor) - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10003650023
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Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models
Yang, Sharon S.; Yue, Jack C.; Huang, Hong-chih - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 254-270
Persistent link: https://www.econbiz.de/10003953374
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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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Stochastic volatility forecasting and risk management
Sadorsky, Perry A. - In: Applied financial economics 15 (2005) 2, pp. 121-135
Persistent link: https://www.econbiz.de/10002537405
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On forecasting unemployment rate
Kumar, Kuldeep - In: The Asian economic review : journal of the Indian … 42 (2000) 3, pp. 480-483
Persistent link: https://www.econbiz.de/10001562336
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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-chun - In: Journal of forecasting 28 (2009) 2, pp. 167-182
Persistent link: https://www.econbiz.de/10003814284
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Forecasting the Risk of Cryptocurrencies : Comparison and Combination of GARCH and Stochastic Volatility Models
Prüser, Jan - 2023
We provide a comparison of several GARCH and stochastic volatility models for forecasting the risk of cryptocurrencies. It turns out that the widely used GARCH(1,1) does not provide accurate risk predictions. In contrast, adding t-distributed innovations or allowing for regime changes improves...
Persistent link: https://www.econbiz.de/10014254598
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Comparison of near neighbour and neural network in travel forecasting
Olmedo, Elena - In: Journal of forecasting 35 (2016) 3, pp. 217-223
Persistent link: https://www.econbiz.de/10011580270