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Die Rolle des Volumens bei der Aktienkursprognose unter besonderer Berücksichtigung der AVAS-Transformation

Montassér, Reza Darius - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001869212

Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market

Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760

Persistent link: https://www.econbiz.de/10011907915

Seasonal unit roots and forecasts of two-digit-European industrial production

Osborn, Denise R.; Heravi, Saeed; Birchenhall, C. R. - In: International journal of forecasting 15 (1999) 1, pp. 27-47

Persistent link: https://www.econbiz.de/10001428470

Unit-root versus deterministic representations of seasonality for forecasting

Osborn, Denise R. - In: A companion to economic forecasting, (pp. 409-431). 2002

Persistent link: https://www.econbiz.de/10001894007

Forecasts of the seasonal fractional integrated series

Darné, Olivier; Guiraud, Vivien; Terraza, Michel - In: Journal of forecasting 23 (2004) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10001880068

Unit Root Tests are Useful for Selecting Forecasting Models

Diebold, Francis X.; Kilian, Lutz - 2021

We study the usefulness of root tests as diagnostic tools for selecting forecasting models. Difference stationary and trend stationary models of economic and financial time series often imply very different predictions, so deciding which model to use is tremendously important for applied...

Persistent link: https://www.econbiz.de/10013224678