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Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
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Autokorrelationen in der historischen Simulation : Analyse der autokorrelationsarmen Abbildung von Zinsänderungsrisiken
Boka, Noel - 2018
Konzepte der barwertigen Zinsrisikomessung -- Determinanten der Autokorrelation in der historischen Simulation … -- Autokorrelation unter Verwendung unterschiedlicher Zinskurven und Vorgehensweisen -- Analyse der Prognosegüte vor dem Hintergrund …. Der Inhalt Konzepte der barwertigen Zinsrisikomessung Determinanten der Autokorrelation in der historischen Simulation …
Persistent link: https://www.econbiz.de/10014018639
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Forecasting in a changing world : from the great recession to the COVID-19 pandemic
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021
We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...
Persistent link: https://www.econbiz.de/10012416341
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A hybrid autoregressive integrated moving average-phGMDH model to forecast crude oil price
Sarpong-Streetor, Richard Manu Nana Yaw; Rajalingam A/L … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 5, pp. 135-141
Persistent link: https://www.econbiz.de/10012425150
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The illusion of oil return predictability : the choice of data matters!
Conlon, Thomas; Cotter, John; Eyiah-Donkor, Emmanuel - In: Journal of banking & finance 134 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013400116
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Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
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A semiparametric approach to short-term oil price forecasting
Morana, Claudio - In: Energy economics 23 (2001) 3, pp. 325-338
Persistent link: https://www.econbiz.de/10001568088
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Dynamic autocorrelation and international portfolio allocation
Kinnunen, Jyri; Martikainen, Minna - In: Multinational finance journal 21 (2017) 1, pp. 21-48
Persistent link: https://www.econbiz.de/10012547453
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Essays on international trade and econometrics
Chang, Pao-li - 2002
Persistent link: https://www.econbiz.de/10003774260