Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry

Article Abstract:

This paper shows the employment of asymmetric time series models yielded superior forecasting results compared to those of remaining empirical models with respect to actual foreign exchange rate between the Japanese Yen and the Deutsch Mark.

Japan, Prices and rates, Foreign exchange, Foreign exchange rates, Yen (Japan), Mark (Germany)

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A note on multi-step forecasting with functional coefficient autoregressive models

Article Abstract:

Various methods for multi-step forecasting by the application of univariate and multivariate functional coefficient autoregressive models are provided. Bootstrap prediction, smoothing, vector nonlinear time series, etc. are discussed.

Financial Forecasting, Models, Usage, Autoregression (Statistics), Econometric models

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Forecasting market share using predicted values of competitive behavior: further empirical results

Article Abstract:

The ability to predict market share based upon predictions governing competitive behavior is discussed.

Sales Planning, Sales management, Market share, Goal setting

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