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Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan S.J.; Lit, Rutger - 2017
We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national … model specification yield the best forecasting results. In an extensive forecasting study, we consider match results from … six large European football competitions and we validate the precision of the forecasts for a period of seven years for …
Persistent link: https://www.econbiz.de/10011688523
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A dynamic bivariate poisson model for analysing and forecasting match results in the English premier league
Koopman, Siem Jan; Lit, Rutger - 2012
Persistent link: https://www.econbiz.de/10009722968
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Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
Koopman, Siem Jan - 2017
We develop a new dynamic multivariate model for the analysis and the forecasting of football match results in national … model specification yield the best forecasting results. In an extensive forecasting study, we consider match results from … six large European football competitions and we validate the precision of the forecasts for a period of seven years for …
Persistent link: https://www.econbiz.de/10012951599
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Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan; Lit, Rutger - In: International journal of forecasting 35 (2019) 2, pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
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Are the crude oil markets really becoming more efficient over time? : some new evidence
Kristoufek, Ladislav - 2018
procedure, which outperforms the original shuffling procedure in the provided forecasting study. …
Persistent link: https://www.econbiz.de/10011809394
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Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
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Historical evolution of competitive balance in the Mexican football league : a time series analysis, 1943-2015
Vázquez López, Raúl - In: International journal of sport management and marketing … 23 (2023) 3, pp. 255-273
Persistent link: https://www.econbiz.de/10014311008
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S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Challa, Madhavi Latha; Malepati, Venkataramanaiah; … - In: Financial innovation : FIN 6 (2020) 47, pp. 1-19
This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey-Fuller, Phillips-Perron, and Kwiatkowski Phillips...
Persistent link: https://www.econbiz.de/10012317602
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Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability
Maciel, Leandro - In: Global finance journal 58 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014631406
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Are the crude oil markets really becoming more efficient over time? : Some new evidence
Krištoufek, Ladislav - In: Energy economics 82 (2019), pp. 253-263
Persistent link: https://www.econbiz.de/10012173935