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Reducing revisions in hedonic house price indices by the use of nowcasts
Sayag, Doron; Ben-hur, Dano; Pfeffermann, Danny - In: International journal of forecasting 38 (2022) 1, pp. 253-266
Persistent link: https://www.econbiz.de/10013347809
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Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - 2015 - 2. version
Persistent link: https://www.econbiz.de/10010464688
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - In: Journal of applied econometrics 31 (2016) 6, pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the … Islamic stock price index, namely the JKII (Jakarta Islamic Index). Therefore, the focus of this study was predicting the … price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to …
Persistent link: https://www.econbiz.de/10012800645
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Indicative approaches in forecasting of industry indexes
Grigorieva, Elena Mikhailovna; Valkov, Dmitry Sergeevich - In: International journal of economic policy in emerging … 12 (2019) 4, pp. 362-376
Persistent link: https://www.econbiz.de/10012251132
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On the use of spectral value decomposition for the construction of composite indices
Farnia, Luca - 2019
High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of … motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components …
Persistent link: https://www.econbiz.de/10011999119
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
Persistent link: https://www.econbiz.de/10011514490
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Modeling NYSE Composite US 100 Index with a hybrid SOM and MLP-BP neural model
Beluco, Adriano; Bandeira, Denise Lindstrom; Beluco, … - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-13
value of each cluster. The model was developed from a database consisting of the NYSE Composite US 100 Index over the period …
Persistent link: https://www.econbiz.de/10011618968