Hierarchical forecasting based on AR-GARCH model in a coherent structure
Article Abstract:
Development of empirical model with coherent structure for hierarchical forecasting of Dow Jones Industrial Average is described.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
United States, South Korea, Forecasts, trends, outlooks, Methods, Analysis, Stocks, Forecasts and trends, Market trend/market analysis, Mathematical models, Stock prices, Forecasting
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2007
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Hedge fund performance appraisal using data envelopment analysis
Article Abstract:
A method of evaluating the performance of hedge funds using data envelopment analysis technique is presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Evaluation, Data envelopment analysis, Hedge funds
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
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