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Using extraneous information to estimate time series models : a review of approaches applied in market response modeling

Hruschka, Harald - In: Econometrics of short and unreliable time series, (pp. 73-86). 1995

Persistent link: https://www.econbiz.de/10001290741

Measuring market response to price changes : a classification approach

Mulhern, Francis J. - In: Journal of business research : JBR 33 (1995) 3, pp. 197-205

Persistent link: https://www.econbiz.de/10001183942

A nearest neighbor model for forecasting market response

Mulhern, Francis J. - In: International journal of forecasting 10 (1994) 2, pp. 191-207

Persistent link: https://www.econbiz.de/10001172409

Deriving dynamic marketing effectiveness from econometric time series models

Horváth, Csilla (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001812014

Tactical size rotation in Switzerland

Hock, Thorsten (contributor) - 2008

The size premium, defined as the outperformance of equities of small and medium-sized companies compared with the shares of large companies, is subject to strong cyclical fluctuations over time. This study examines the predictability of this premium for the Swiss stock market. The forecasts used...