Andres, Peter; Spiwoks, Markus - In: Journal of Economics and Statistics (Jahrbuecher fuer … 219 (1999) 5+6, pp. 513-542
Capital market forecasts sometimes suffer from a too intensive orientation towards the current market situation and lose their future-orientated character. This phenomenon can be referred to as Topical Orientated Trend Adjustment (GOVA). For an individual statistical proof we develop a new...