Showing 1 - 10 of 1,145
Persistent link: https://www.econbiz.de/10008934401
Persistent link: https://www.econbiz.de/10001185224
Fine wine and alcohol prices can be predicted, but the accuracy of the prediction depends on the chosen forecasting … horizon. In our study, we analyse the fine wine indices, as well as the retail and wholesale alcohol prices in the US from … of models to forecast prices across different selling levels and alcohol categories. Our research shows that fine wine …
Persistent link: https://www.econbiz.de/10014351434
Market value predictions for residential properties are important for investment decisions and the risk management of households, banks, and real estate developers. The increased access to market data has spurred the development and application of Automated Valuation Models (AVMs), which can...
Persistent link: https://www.econbiz.de/10010192422
In this paper we show that the exchange rates of some commodity exporter countries have the ability to predict the price of spot and future contracts of aluminum. This is shown with both insample and out-of-sample analyses. The theoretical underpinning of these results relies on the...
Persistent link: https://www.econbiz.de/10012845101
performance of commonly used time series models when forecasting CPI inflation in Australia. The main result is that trend models …
Persistent link: https://www.econbiz.de/10014090744
In this article, the Universal Approximation Theorem of Artificial Neural Networks (ANNs) is applied to the SABR stochastic volatility model in order to construct highly efficient representations. Initially, the SABR approximation of Hagan et al. [2002] is considered, then a more accurate...
Persistent link: https://www.econbiz.de/10012907596
Persistent link: https://www.econbiz.de/10012061692
Persistent link: https://www.econbiz.de/10011640044
Persistent link: https://www.econbiz.de/10010418166