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We present an approach to forecast customer orders of ready-to-launch new products that are similar to past products. The approach fits product life cycle (PLC) curves to historical customer order data, clusters the curves of similar products, and uses the representative curve of the new...
Persistent link: https://www.econbiz.de/10012935263
We introduce a multivariate estimator of financial volatility that is based on the theory of Markov chains. The Markov …
Persistent link: https://www.econbiz.de/10012919202
This study employs big data and text data mining techniques to forecast financial market volatility. We incorporate financial information from online news sources into time series volatility models. We categorize a topic for each news article using time stamps and analyze the chronological...
Persistent link: https://www.econbiz.de/10013007057
The estimation of the volatility with high-frequency data is plagued by the presence of microstructure noise, which leads to biased measures. Alternative estimators have been developed and tested either on specific structures of the noise or by the speed of convergence to their asymptotic...
Persistent link: https://www.econbiz.de/10013295538
In 2007, Michigan began requiring all high school students to take the ACT college entrance exam. This natural experiment allows us to evaluate the performance of several parametric and semiparametric sample selection correction models. We apply each model to the censored, prepolicy test score...
Persistent link: https://www.econbiz.de/10011524271
International large-scale assessments such as PISA are increasingly being used to benchmark the academic performance of young people across the world. Yet many of the technicalities underpinning these datasets are misunderstood by applied researchers, who sometimes fail to take their complex...
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