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High-frequency factor models and regressions

Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng - In: Journal of econometrics 216 (2020) 1, pp. 86-105

Persistent link: https://www.econbiz.de/10012439640

Bivariate volatility modeling with high-frequency data

Matei, Marius; Rovira, Xari; Agell, Núria - In: Econometrics : open access journal 7 (2019) 3/41, pp. 1-15

We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural relationship between the realized measure...

Persistent link: https://www.econbiz.de/10012160811

Chapter 13 Commodity futures and options

Williams, Jeffrey C. - In: Handbook of agricultural economics : volume 1, part B, …, (pp. 745-816). 2001

Organized exchanges have evolved methods for enforcing contracts, which allow the contracts themselves to be traded at …

Persistent link: https://www.econbiz.de/10014024123

How do less advanced forecasting methods perform on weekly RevPAR in different forecasting horizons following the recession?

Zheng, Tianshu; Bloom, Barry A. N.; Wang, Xiaofang; … - In: Tourism analysis : an interdisciplinary tourism & … 17 (2012) 4, pp. 459-472

Persistent link: https://www.econbiz.de/10009688857

Estimation bias and feasible conditional forecasts from the first-order moving average model

Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80

Persistent link: https://www.econbiz.de/10010225248

New forecasting insights on the bullwhip effect in a supply chain

Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286

Persistent link: https://www.econbiz.de/10010387735

Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Sbrana, Giacomo; Silvestrini, Andrea - 2013

Persistent link: https://www.econbiz.de/10010351108

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - 2014

Persistent link: https://www.econbiz.de/10011528919

A comparative evaluation of intermittent demand forecasting with updated smoothing constants

Lindsey, Matthew; Pavur, Robert J. - In: Advances in business and management forecasting 11 (2016), pp. 39-47

Persistent link: https://www.econbiz.de/10011535396

Cash flow forecast for South African firms

Li, Yun; Moutinho, Luiz; Opong, Kwaku K.; Pang, Yang - In: Review of development finance 5 (2015) 1, pp. 24-33

Persistent link: https://www.econbiz.de/10011447220