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Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.; Palardy, Joseph - In: Journal of international financial markets, … 17 (2007) 5, pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
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Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
McPherson, Matthew Q.; Palardy, Joseph; Vilasuso, Jon R. - In: Journal of economics & business 57 (2005) 2, pp. 103-118
Persistent link: https://www.econbiz.de/10002767692
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Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo; Hyndman, Rob J.; Liu, Fei; Peng, Bin - 2020
Persistent link: https://www.econbiz.de/10012610903
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Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo; Hyndman, Rob J. - In: International journal of forecasting 37 (2021) 4, pp. 1632-1653
Persistent link: https://www.econbiz.de/10013274324
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
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Identification, analysis, modeling and prediction of time series characterizing the indicators of asset structure in the credit institutions operating in Romania
Calinica, Ramona; Calinica, Daniel - In: Analele Universităţii Dunărea de Jos Galaţi / 1 18 (2012) 2, pp. 89-96
Persistent link: https://www.econbiz.de/10010377066
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Solutions to specification errors in stress testing models
Breeden, Joseph L.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 67 (2016) 6, pp. 830-840
Persistent link: https://www.econbiz.de/10011517475
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Neural network time series models for financial risk management
Virili, Francesco - 2001
Persistent link: https://www.econbiz.de/10001608000
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Volatility Modeling and Forecasting for Banking Stock Returns
Murari, Krishna - 2013
popular banking sector CNX bank index of national stock exchange of India (NSE) which includes 12 most liquid and large …-Rissanen. As per the analysis, ARIMA (1,0,2) model was found to be the best fit to forecast the volatility of bank stock returns … and selling decisions for bank stocks …
Persistent link: https://www.econbiz.de/10013071650
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Combining Time Series Analysis and Multi Criteria Decision Making Techniques for Forecasting Financial Performance of Banks in Turkey
Önder, Emrah - 2018
model is applied to a case study for the financial performance evaluation of 3 state banks (Ziraat Bank, Halk Bank and … Vakıflar Bank); 9 private banks (Akbank; Anadolubank; Sekerbank; Tekstil Bank; Turkish Bank; Turk Ekonomi Bank; Garanti Bank …; Is Bank and Yapı Kredi Bank) and 5 foreign banks (Denizbank; Eurobank Tekfen; Finans Bank; HSBC Bank and ING Bank) in …
Persistent link: https://www.econbiz.de/10012938301