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markets. We analyze the respective forecasting accuracy and our results indicate that there exist substantial differences …
Persistent link: https://www.econbiz.de/10010296526
reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …
Persistent link: https://www.econbiz.de/10010305737
A practice that has become widespread and widely endorsed is that of evaluating forecasts of financial variability obtained from discrete time models by comparing them with high-frequency ex post estimates (e.g. realised volatility) based on continuous time theory. In explanatory financial...
Persistent link: https://www.econbiz.de/10010332964
We develop an econometric modelling framework to forecast commodity prices taking into account potentially different dynamics and linkages existing at different states of the world and using different performance measures to validate the predictions. We assess the extent to which the quality of...
Persistent link: https://www.econbiz.de/10012416126
' profitability forecasting, techniques, and most appropriate models to improve the correctness of predicting and acquiring more … forecasting. It conducts investigations for the relevant studies, using regression analysis, necessary tests, ascertains …
Persistent link: https://www.econbiz.de/10012703614
walk model suggests that the forecasting performance of the monetary model is superior. …
Persistent link: https://www.econbiz.de/10010436043
partial least squares (PLS) regression to extract dynamic factors from the data set. Our forecasting analysis considers ten …
Persistent link: https://www.econbiz.de/10010287027
walk model suggests that the forecasting performance of the monetary model is superior. …
Persistent link: https://www.econbiz.de/10009770376
We develop an econometric modelling framework to forecast commodity prices taking into account potentially different dynamics and linkages existing at different states of the world and using different performance measures to validate the predictions. We assess the extent to which the quality of...
Persistent link: https://www.econbiz.de/10012415910
’ profitability forecasting, techniques, and most appropriate models to improve the correctness of predicting and acquiring more … forecasting. It conducts investigations for the relevant studies, using regression analysis, necessary tests, ascertains …
Persistent link: https://www.econbiz.de/10012501916