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Forecasting aggregate demand in West African economies: The influence of immigrant remittance flows and of asymmetric error correction

Jumah, Adusei; Kunst, Robert M. - 2005

on predictive accuracy of aggregate demand in a systematic way. The results of the prediction experiments are compared to …

Persistent link: https://www.econbiz.de/10010330133

Range-based volatility estimation and forecasting

Benčík, Daniel - 2014

In this paper, we analyze new possibilities in predicting daily ranges, i.e. differences between daily high and low prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to simple daily ranges and explore the use of these more...

Persistent link: https://www.econbiz.de/10010461231

Data snooping in equity premium prediction

Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; … - In: International journal of forecasting 37 (2021) 1, pp. 72-94

Persistent link: https://www.econbiz.de/10012692602

Conditional variance forecasts for long-term stock returns

Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - In: Risks : open access journal 7 (2019) 4/113, pp. 1-22

squared return prediction errors gives an adequate approximation of the unobserved realised conditional variance for both the …

Persistent link: https://www.econbiz.de/10012127861

The predictive performance of asset pricing models : evidence from the Australian Securities Exchange

Bianchi, Robert; Drew, Michael E.; Whittaker, Timothy - In: Review of Pacific Basin financial markets and policies 19 (2016) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011644612

Development of stock market trend prediction system using multiple regression

Asghar, Muhammad Zubair; Rahman, Fazal; Kundi, Fazal Masud - In: Computational and mathematical organization theory 25 (2019) 3, pp. 271-301

Persistent link: https://www.econbiz.de/10012098937

Forecasting under long memory

Hassler, Uwe; Pohle, Marc-Oliver - In: Journal of financial econometrics 21 (2023) 3, pp. 742-778

Persistent link: https://www.econbiz.de/10014314818

Long run predictions

Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90

Persistent link: https://www.econbiz.de/10013464960

Does outbound foreign direct investment crowd out domestic investment in China? : evidence from time series analysis

Ali, Usman; Wang, Jian-Jun - In: Global economic review 47 (2018) 4, pp. 419-433

Persistent link: https://www.econbiz.de/10012104533

Reconsidering the import demand function of China : evidence from asymmetric cointegration

Ghosh, Sudeshna - In: International journal of economics and business … 19 (2020) 3, pp. 245-265

Persistent link: https://www.econbiz.de/10012205603

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