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Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen

Wagner, Waldemar - 2019

Um die klassische Eventstudie zu erweitern, entwickelt Waldemar Wagner ein theoriegestütztes Verfahren. Hierfür verwendet der Autor die Methoden der Theorien Nichtlinearer Dynamischer Systeme, um neben den linearen Abhängigkeiten in ökonomischen Zeitreihen auch die Existenz und zeitliche...

Persistent link: https://www.econbiz.de/10012401680

What should be taken into consideration when forecasting oil implied volatility index?

Delis, Panagiotis; Degiannakis, Stavros; Giannopoulos, … - In: The energy journal 44 (2023) 5, pp. 231-249

Persistent link: https://www.econbiz.de/10014380730

COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series

Emami-Meybodi, Mehdi; Owjimehr, Sakine; Samadi, Ali Hussein - In: Time and Fractals : Perspectives in Economics, …, (pp. 161-186). 2023

Persistent link: https://www.econbiz.de/10014430657

Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models

Teymurzade, Sahil; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014448266

Deterring the gray market : product diversion detection via learning disentangled representations of multivariate time series

Lin, Hao; Liu, Guannan; Wu, Junjie; Zhao, J. Leon - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 571-586

Persistent link: https://www.econbiz.de/10014532312

Empirical prediction intervals for additive Holt-Winters methods under misspecification

Yang, Boning; Tang, Xinyi; Yau, Chun Yip - In: Journal of forecasting 43 (2024) 3, pp. 754-770

Persistent link: https://www.econbiz.de/10014532381

The performance of OECD's composite leading indicator

Ojo, Mustapha Olalekan; Aguiar-Conraria, Luís; Soares, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2265-2277

Persistent link: https://www.econbiz.de/10014533409

How does the economic structure break change the forecast effect of money and credit on output? : evidence based on machine learning algorithms

Lu, Yao; Zhao, Zhihui; Tian, Yuan; Zhan, Minghua - In: Pacific-Basin finance journal 84 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014534591

Can real-time investor sentiment help predict the high-frequency stock returns? : evidence from a mixed-frequency-rolling decomposition forecasting method

Cai, Yi; Tang, Zhenpeng; Chen, Ying - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014534832

Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail : further evidence from equity market

Huang, Yirong; Luo, Yi - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014534834