Results 261 to 270 of about 44,763 (337)

Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model, we consider six variations of the model with different bandwidths and smoothing variables and ...
Wen Xu   +2 more
wiley   +1 more source

Processes and Predictions in Ecological Models: Logic and Causality

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT To make credible ecological predictions for terrestrial ecosystems in a changing environment and increase our understanding of ecological processes, we need plant ecological models that can be fitted to spatial and temporal ecological data.
Christian Damgaard
wiley   +1 more source

Information Illusion: Different Amounts of Information and Stock Price Estimates

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We initiate a questionnaire‐based stock price forecast competition to analyze participants' perception of different amounts of information and the impact on stock price estimates. The results show that providing more information increases the perceived amount of relevant information but does not alter participants' stock price estimates and ...
Andreas Oehler   +2 more
wiley   +1 more source

Interval-Valued Random Matrices. [PDF]

open access: yesEntropy (Basel)
Sadeghkhani A, Sadeghkhani A.
europepmc   +1 more source

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