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Tactical size rotation in Switzerland
Hock, Thorsten (contributor) - 2008
The size premium, defined as the outperformance of equities of small and medium-sized companies compared with the shares of large companies, is subject to strong cyclical fluctuations over time. This study examines the predictability of this premium for the Swiss stock market. The forecasts used...
Persistent link: https://www.econbiz.de/10003650372
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Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
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Tactical size rotation in Switzerland
Hock, Thorsten - In: Swiss journal of economics and statistics 146 (2010) 3, pp. 553-576
Persistent link: https://www.econbiz.de/10009125400
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An Application of Interest Rate Models to RMBS and SME Conditional Prepayment Rates and CPR Time Series Analysis
Rodriguez Dominguez, Alejandro - 2023
monthly CPR from a portfolio of RMBS and SME Collateral Loan Obligations (CLOs). In the second part of the project we estimate …
Persistent link: https://www.econbiz.de/10014350400
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Understanding prices at art auctions : a conceptual framework for the auction price mechanism
Noll, Laura - 2022
ambiguities between theory and practice and elucidate the role of marketing for auction prices. The result is a conceptual … approaches in theory and practice: Theory is dominated by quantitative studies that measure the effects of individual factors … is no comprehensive theory of auction prices that combines both perspectives. To fill this gap, the author conducts three …
Persistent link: https://www.econbiz.de/10013450820
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BVAR as a category management tool : an illustration and comparison with alternative techniques
Curry, David J. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000885243
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On the econometrics of the geometric lag model
Franses, Philip Hans; Oest, Rutger van - In: Economics letters 95 (2007) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
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A wavelet smoothing method to improve conditional sales forecasting
Michis, Antonis A. - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 832-844
Persistent link: https://www.econbiz.de/10011302282
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Modeling market shake-ups using time series data : an application to the advertising market of the Netherlands
Kornelis, Marcel - 2002
Persistent link: https://www.econbiz.de/10001697832
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Deriving dynamic marketing effectiveness from econometric time series models
Horváth, Csilla (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812014