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Relative forecasting performance of volatility models : Monte Carlo evidence
Lux, Thomas; Morales-Arias, Leonardo - 2010
A Monte Carlo (MC) experiment is conducted to study the forecasting performance of a variety of volatility models under alternative data generating processes (DGPs). The models included in the MC study are the (Fractionally Integrated) Generalized Autoregressive Conditional Heteroskedasticity...
Persistent link: https://www.econbiz.de/10003932329
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Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
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Une comparaison des prévisions des experts à celles issues des modèles BVAR
Lardic, Sandrine; Mpacko Priso, Auguste - In: Economie & prévision : EP (1999) 4/5, pp. 161-180
Persistent link: https://www.econbiz.de/10001491011
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Models of exchange rate expectations : heterogeneous evidence from panel data
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999
Persistent link: https://www.econbiz.de/10001365260
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To What Extent are Financial Crises Comparable and Thus Predictable?
Diamondopoulos, John - 2013
implications for the development of a theory of financial crises and government policies on crisis management …
Persistent link: https://www.econbiz.de/10013084193
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Qualität der Steuerschätzung im internationalen Vergleich
Büttner, Thiess; Kauder, Björn - In: Ifo-Schnelldienst 61 (2008) 14, pp. 29-35
der Erstellung eines Gutachtens zum Thema "Methoden der Steuerschätzung im internationalen Vergleich" beauftragt. Im … Ergebnis zeigte der Vergleich der Methoden der Steuerschätzung eine Reihe von Unterschieden zwischen den Praktiken der Länder … Transparenz und Dokumentation. Zusammenfassend offenbart der internationale Vergleich der Methoden der Steuerschätzung …
Persistent link: https://www.econbiz.de/10003739313
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Finding "fair value" in global equities
O'Neill, Jim; Oppenheimer, Peter; Matsui, Kathy; Moe, Tim; … - 2009
Persistent link: https://www.econbiz.de/10003818840
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Finding "fair value" in global equities ; Pt. 1
O'Neill, Jim; Oppenheimer, Peter; Matsui, Kathy; Moe, Tim; … - 2009
Persistent link: https://www.econbiz.de/10003818843
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Forecasting returns
Oppenheimer, Peter; Nielsen, Anders; Daly, Kevin - 2009
Persistent link: https://www.econbiz.de/10003818846
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Can parameter instability explain the Meese-Rogoff puzzle?
Bacchetta, Philippe; Van Wincoop, Eric; Beutler, Toni - 2009
The empirical literature on nominal exchange rates shows that the current exchange rate is often a better predictor of future exchange rates than a linear combination of macroeconomic fundamentals. This result is behind the famous Meese-Rogoff puzzle. In this paper we evaluate whether parameter...
Persistent link: https://www.econbiz.de/10003882310