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Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E.; Lux, Thomas - 2011
Generalized Method of Moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …
Persistent link: https://www.econbiz.de/10009389845
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Alternative long-horizon exchange-rate predictors
Chen, Jian - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 229-250
Persistent link: https://www.econbiz.de/10001211532
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The TRIP and STREP forecasting models of tourism flows : from world-wide to regional analysis in the Italian case
Carraro, Carlo; Manente, Mara - 1996
Persistent link: https://www.econbiz.de/10000952164
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Can short-term foreign exchange volatility be predicted by the global hazard index?
Brousseau, Vincent - 2001
Persistent link: https://www.econbiz.de/10013434363
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de/10014282051
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The role of auctions and negotiation in housing prices
Genesove, David; Hansen, James - 2016
Persistent link: https://www.econbiz.de/10011524499
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Tales of tails : jumps in currency markets
Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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Econometrics of short and unreliable time series
Url, Thomas (ed.); Wörgötter, Andreas (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545862
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409