Country: Netherlands

Found 18376 papers in total
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
1998,
We use Dickey–Fuller tests, threshold autoregressive unit-root tests, median...
Structural VAR, MARMA and open economy models
Structural VAR, MARMA and open economy models
1998,
In this paper we examine a number of issues in the context of structural VAR and MARMA...
A GARCH model of the implied volatility of the Swiss market index from option prices
A GARCH model of the implied volatility of the Swiss market index from option prices
1998,
This paper estimates the implied stochastic process of the volatility of the Swiss...
The stock price–volume relationship in emerging stock markets: the case of Latin America
The stock price–volume relationship in emerging stock markets: the case of Latin America
1998,
This paper examines the stock price–volume in a set of Latin American markets....
Fundamental information and share prices in Japan: evidence from earning surprises and management predictions
Fundamental information and share prices in Japan: evidence from earning surprises and management predictions
1998,
Over the period 1985–1993, company-specific earnings fundamentals play a...
The role of seasonality in economic time series: Reinterpreting money–output causality in U.S. data
The role of seasonality in economic time series: Reinterpreting money–output causality in U.S. data
1997,
While empirical evidence on the relationship between money and income has mainly been...
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
1997,
Nine macroeconomic variables are forecast in a real-time scenario using a variety of...
Improving macro-economic forecasts: The role of consumer confidence
Improving macro-economic forecasts: The role of consumer confidence
1998,
The failure of economic forecasters to predict the most recent US recession has...
Forecasting economic processes
Forecasting economic processes
1998,
When the assumption of constant parameters fails, the in-sample fit of a model may be...
A two-stage multiobjective scheduling model for [faculty–course–time] assignments
A two-stage multiobjective scheduling model for [faculty–course–time] assignments
1996,
This paper formulates a multiobjective zero–one course scheduling model. Through...
A nonlinear path-following method for computing the equilibrium curve of structures
A nonlinear path-following method for computing the equilibrium curve of structures
1998,
In this work, a nonlinear path-following method is given for analysing the nonlinear...
Dynamic stochastic programming for asset–liability management
Dynamic stochastic programming for asset–liability management
1998,
Multistage stochastic programming – in contrast to stochastic control –...
Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
1998,
This paper presents the application of a logic-based modelling language and integer...
Currency forecasting: An investigation of extrapolative judgement
Currency forecasting: An investigation of extrapolative judgement
1997,
This paper aims to explore the potential effects of trend type, noise and forecast...
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
1998,
In earlier work Filardo used a variable transition probability Markov regime-switching...
PSR – an efficient stock-selection tool?
PSR – an efficient stock-selection tool?
1998,
In this paper we examine the simple investment factor in the Tokyo Stock Exchange...
Forecasting earnings composite variables, financial anomalies, and efficient Japanese and US portfolios
Forecasting earnings composite variables, financial anomalies, and efficient Japanese and US portfolios
1998,
In this study we address the creation of efficient portfolios with particular emphasis...
Biases in analyst forecasts: Cognitive, strategic or second-best?
Biases in analyst forecasts: Cognitive, strategic or second-best?
1998,
Financial analysts act in a complex environment, and the incentives they face may make...
Just what are we optimizing, anyway?
Just what are we optimizing, anyway?
1998,
The best techniques for optimizing financial market prediction models are generally...
Generating scenarios for global financial planning systems
Generating scenarios for global financial planning systems
1998,
Global financial planning requires representative scenarios drawn from stochastic...
Performance measurement criteria in health care organizations: Review and future research directions
Performance measurement criteria in health care organizations: Review and future research directions
1996,
As pressures from government, insurance companies, communities, and individual...
Forecasting international quarterly tourist flows using error-correction and time-series models
Forecasting international quarterly tourist flows using error-correction and time-series models
1997,
This paper compares a range of forecasting models in the context of predicting...
A note on forecasting international tourism demand in Spain
A note on forecasting international tourism demand in Spain
1997,
This paper considers the extent to which price and income proxy variables help in...
Forecasting a collection of binomial proportions in the presence of covariates
Forecasting a collection of binomial proportions in the presence of covariates
1998,
A Bayesian predictive method is proposed for forecasting a binomial variate where the...
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