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Shafer, Glenn; Vovk, Vladimir - 2001

Persistent link: https://www.econbiz.de/10001558958

Širjaev, Alʹbert N. (ed.); … - International Conference on Stochastic Finance <2004, … - 2006

Persistent link: https://www.econbiz.de/10013487361

Ardia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-19

. A simulation-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …

Persistent link: https://www.econbiz.de/10011505854

Li, Thomas Nanfeng; Tourin, Agnès - In: International journal of financial engineering 3 (2016) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10011588167

Huck, Nicolas; Afawubo, Komiwi - In: Applied economics 47 (2015) 4/6, pp. 599-613

Persistent link: https://www.econbiz.de/10010464739

Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638

Persistent link: https://www.econbiz.de/10012214352

Caldeira, João F.; Moura, Guilherme Valle - In: Revista Brasileira de Finanças : RBFin 11 (2013) 1, pp. 49-80

Persistent link: https://www.econbiz.de/10010436848

Miao, George J. - In: International journal of economics and finance 6 (2014) 3, pp. 96-110

Persistent link: https://www.econbiz.de/10010339601

Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

Persistent link: https://www.econbiz.de/10010259626

Brunetti, Marianna; De Luca, Roberta - 2021 - This version: February 2021

Persistent link: https://www.econbiz.de/10012489201