Showing 1 - 10 of 3,053
Persistent link: https://www.econbiz.de/10014437432
Persistent link: https://www.econbiz.de/10011325850
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted market growth (drawups) and regimes of uninterrupted market...
Persistent link: https://www.econbiz.de/10011899669
forecasting directly aggregate variables (direct approaches) outperform methods based on the aggregation of country …Forecasting the world economy is a difficult task given the complex interrelationships within and across countries …, first, at ranking various forecasting methods in terms of forecast accuracy and, second, at checking whether methods …
Persistent link: https://www.econbiz.de/10003867019
Persistent link: https://www.econbiz.de/10009533607
Neural network, financial time series, approximation, forecasting. - Neuronale Netze, Finanzzeitreihen, Prognose …
Persistent link: https://www.econbiz.de/10010511665
SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...
Persistent link: https://www.econbiz.de/10011544579
Persistent link: https://www.econbiz.de/10012872633
Persistent link: https://www.econbiz.de/10012608864
Persistent link: https://www.econbiz.de/10013253754