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An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures

Cavdar, Seyma Caliskan; Aydin, Alev Dilek - In: Journal of risk and financial management : JRFM 8 (2015) 3, pp. 337-354

In this study, we try to examine whether the forecast errors obtained by the ANN models affect the breakout of financial crises. Additionally, we try to investigate how much the asymmetric information and forecast errors are reflected on the output values. In our study, we used the exchange rate...

Persistent link: https://www.econbiz.de/10011545129

Dynamic bargaining in a supply chain with asymmetric demand information

Feng, Qi; Lai, Guoming; Lu, Lauren Xiaoyuan - In: Management science : journal of the Institute for … 61 (2015) 2, pp. 301-315

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The endogenous Kalman Filter

Baxter, Brad (contributor); Graham, Liam (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003576397

Properties of optimal forecasts under asymmetric loss and nonlinearity

Patton, Andrew J.; Timmermann, Allan - In: Journal of econometrics 140 (2007) 2, pp. 884-918

Persistent link: https://www.econbiz.de/10003570041

A copula approach to test asymmetric information with applications to predictive modeling

Shi, Peng; Valdez, Emiliano - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 226-239

Persistent link: https://www.econbiz.de/10009242030

Anticipation of management forecasts and analysts' private information search

Altschuler, Dora; Chen, Gary; Zhou, Jie - In: Review of accounting studies 20 (2015) 2, pp. 803-838

Persistent link: https://www.econbiz.de/10011283637

Aligning capacity decisions in supply chains when demand forecasts are private information : theory and experiment

Hyndman, Kyle; Kraiselburd, Santiago; Watson, Noel N. - In: Manufacturing & service operations management : M & SOM 15 (2013) 1, pp. 102-117

Persistent link: https://www.econbiz.de/10009750975

Informational overconfidence in return prediction : more properties

Sonsino, Doron; Regev, Eran - In: Journal of economic psychology : research in economic … 39 (2013), pp. 72-84

Persistent link: https://www.econbiz.de/10010236178

Private information, overconfidence and trader returns in prediction markets

Goins, Sheila; Cipriano, Michael C.; Gruca, Thomas S. - In: The journal of prediction markets 9 (2015) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10011547135

Asymmetric information and volatility forecasting in commodity futures markets

Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97

Persistent link: https://www.econbiz.de/10010498758