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Simple regression methods: chapter 8
(Wiley, John & Sons, 1989)
In the preceding three chapters, several major classes of time-series forecasting
methods were examined---exponential smoothing, decomposition,
autoregressive/moving average, and filters. Various models within each ...
Τοις εντευξομένοις ή Οι υποχρεώσεις των Εθνικών Δημόσιων Διοίκησεων έναντι του Δικαίου και των Οργάνων της Ε.Ε.
(Κέντρο Επιμόρφωσης Μελετών Έρευνας και Ανάπτυξης, 2015)
Economic theoristing and policy making
(Economic Research Center, Faculty of Economics, Nagoya University, 1992)
This paper relates economic theorising and policy making in a context of people's changing
behaviour, which makes economy to work in a different way. As economic theory is not adapting
to these changes, it produces false ...
If we cannot forecast how can we plan?
(Elsevier, 1981)
The purpose of this article is to deal directly and explicitly with the issues and problems currently facing forecasting, planning and strategy and to discuss how the challenges of the 1980s can be realistically and ...
Confidence intervals: An empirical investigation of the series in the M-competition
(Elsevier Ltd, 1987)
This paper empirically evaluates the uncertainty of forecasts. It does so using the 1001 series of the M-Competition. The study indicates that although, in model fitting the percentage of observations outside the confidence ...
VaR Modelling on Long Run Horizons
(Kluwer Academic Publishers-Plenum Publishers, 2003-07)
The Value-at-Risk (VaR) criterion as a measure of portfolio's risk on long run horizons is considered. The method which makes possible to generate VaR estimates on longer horizons is suggested. The VaR estimation is based ...
The Combination of Forecasts
(Wiley, 1983)
Aggregating information by combining forecasts from two or more forecasting methods is an alternative to using just a single method. In this paper we provide extensive empirical results showing that combined forecasts ...
An enquiry into the lease vs borrow decision of firms
(European Scientific Institute, ESI., 2014-03)
Greece has started to employ a new measure of financing with quite important success, especially over the last years, and this is the option of financial leasing. The measure has been decreed and put into effect quite ...
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
(European Financial Management, 2002)
Filtered historical simulation provides the general framework to our backtests of portfolios of derivative securities held by a large sample of financial institutions. We allow for stochastic volatility and exchange rates. ...
Basic statistics : a user oriented approach (manuscript)
(1981)
Table 2.1 shows the ages of the 230 students who entered INSEAD during the 1980/81 academic year. What can you make out of these numbers? Obνiously, the answer will depend upon who you are. Unless you haνe some objectiνe ...