Similar Search Results

Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work

Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013

monthly and quarterly oil prices. There also has been increased interest in the link between financial markets and oil markets … obvious advantage of financial data in forecasting oil prices is their availability in real time on a daily or weekly basis …

Persistent link: https://www.econbiz.de/10010203447

Interpreting estimates of forecast bias

Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 563-568

Persistent link: https://www.econbiz.de/10011922928

Forecasting inflation uncertainty in the United States and Euro area

Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476

Persistent link: https://www.econbiz.de/10012134205

The relationship between prices and output in the UK and the US

Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2021

find that the only significant relationship implies the existence of a lagged effect of prices on output in the case of the …

Persistent link: https://www.econbiz.de/10012494781

Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

Peters, Edgar E. - 1996 - 2. ed.

Persistent link: https://www.econbiz.de/10000585045

Measuring and modeling risk using high-frequency data

Härdle, Wolfgang (contributor); … - 2008

Measuring and modeling financial volatility is the key to derivative pricing, asset allocation and risk management.The recent availability of high-frequency data allows for refined methods in this field.In particular, more precise measures for the daily or lower frequency volatility can be...