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Bias-free nonparametric estimation of intra-day trade activity measures

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Technische Analyse von Aktientrends

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Financial econometrics : problems, models, and methods

Gouriéroux, Christian - 2002

to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that … statistical theory, the book also addresses the needs of applied researchers employed by financial institutions. …

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Fundamentale Aktienanalyse : Zuverlässigkeit von U.S.-Personal-Consumption-Prognosen

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Heterogeneous forecasters and nonlinear expectation formation in the US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

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Technical analysis on markets with memory

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Hybrid tail risk and expected stock returns : when does the tail wag the dog?

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Review of asset pricing studies 4 (2014) 2, pp. 206-246

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Heterogeneous forecasters and nonlinear expectation formation in the US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2014

Persistent link: https://www.econbiz.de/10010407532

Heteroeneous forecasters and nonlinear expectation formation in US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...

Persistent link: https://www.econbiz.de/10010479018

Predict market swings with technical analysis

MacDonald, Michael - 2002

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