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Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem; Demircan, Hamza - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
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A study of travel time prediction using universal kriging
Miura, Hidetoshi - In: Top : transactions in operations research 18 (2010) 1, pp. 257-270
Persistent link: https://www.econbiz.de/10003991736
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Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina - 2012
Persistent link: https://www.econbiz.de/10009511784
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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide; Bordignon, Silvano - In: Econometric reviews 30 (2011) 6, pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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A new perspective on Gaussian dynamic term structure models
Joslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang - In: The review of financial studies 24 (2011) 3, pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
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Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong; Lee, Tae-hwy - 2006
Persistent link: https://www.econbiz.de/10003350084
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...
Persistent link: https://www.econbiz.de/10001656178
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Predict market swings with technical analysis
MacDonald, Michael - 2002
Persistent link: https://www.econbiz.de/10001665897
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407