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Parameter estimation and forecasting for multiplicative lognormal cascades
Leövey, Andrés E.; Lux, Thomas - 2011
Generalized Method of Moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …
Persistent link: https://www.econbiz.de/10009389845
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Alternative long-horizon exchange-rate predictors
Chen, Jian - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 229-250
Persistent link: https://www.econbiz.de/10001211532
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The TRIP and STREP forecasting models of tourism flows : from world-wide to regional analysis in the Italian case
Carraro, Carlo; Manente, Mara - 1996
Persistent link: https://www.econbiz.de/10000952164
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Can short-term foreign exchange volatility be predicted by the global hazard index?
Brousseau, Vincent - 2001
Persistent link: https://www.econbiz.de/10013434363
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New methods for testing, prediction, and estimation with applications to finance
Hediger, Simon - 2023
Persistent link: https://www.econbiz.de/10014282051
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Time series analysis of export demand equations : a cross-country analysis
Senhadji, Abdelhak; Montenegro, Claudio - 1998
Persistent link: https://www.econbiz.de/10001350364
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Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel; Montenegro, Claudio - In: IMF staff papers 46 (1999) 3, pp. 259-273
Persistent link: https://www.econbiz.de/10001512257
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Traffic and mobility : simulation - economics - environment ; with 22 tables ; [manuscripts of the presentations given at the International Workshop organised by the Institut für K...
Brilon, Werner (ed.); Huber, Felix (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001401208
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Tales of tails : jumps in currency markets
Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
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On the measurement of the international propagation of shocks: is the transmission stable?
Rigobón, Roberto - In: Journal of international economics 61 (2003) 2, pp. 261-283
Persistent link: https://www.econbiz.de/10001815790