Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Nicolás Hardy"'
Publikováno v:
Multidisciplinary Business Review, Vol 16, Iss 1 (2023)
El propósito de este artículo es evaluar la capacidad predictiva que tiene la herramienta de Google Trends para predecir los tipos de cambio de los países que componen el mercado MILA: Chile, Perú, Colombia y México. El argumento económico y
Externí odkaz:
https://doaj.org/article/db319798d0754c39b3b8430263783b93
Publikováno v:
Mathematics, Vol 11, Iss 18, p 3806 (2023)
It is well-known that the weighted averages of two competing forecasts may reduce mean squared prediction errors (MSPE) and may also introduce certain inefficiencies. In this paper, we take an in-depth view of one particular type of inefficiency stem
Externí odkaz:
https://doaj.org/article/8da6e418374d43a2ac3f2e54436b1e32
Publikováno v:
Entropy, Vol 25, Iss 4, p 562 (2023)
This paper shows that some commodity currencies (from Chile, Iceland, Norway, South Africa, Australia, Canada, and New Zealand) predict the synchronization of metals and energy commodities. This relationship links the present-value theory for exchang
Externí odkaz:
https://doaj.org/article/10cda6d0be1b4f6491d4325bdf449cb1
Publikováno v:
Mathematics, Vol 11, Iss 7, p 1591 (2023)
This paper studies the predictability of implied volatility indices of stocks using financial reports tone disagreement from U.S. firms. For this purpose, we build a novel measure of tone disagreement based on financial report tone synchronization of
Externí odkaz:
https://doaj.org/article/31c39ac302d240cf9620e4a41487d7cc
Autor:
Nicolás Magner, Nicolás Hardy
Publikováno v:
Mathematics, Vol 10, Iss 13, p 2338 (2022)
This paper tests the random walk hypothesis in the cryptocurrency market. Based on the well-known Meese–Rogoff puzzle, we evaluate whether cryptocurrency returns are predictable or not. For this purpose, we conduct in-sample and out-of-sample analy
Externí odkaz:
https://doaj.org/article/fb9b1f59017f4f28b8431212535315a8
Publikováno v:
PLoS ONE, Vol 16, Iss 5, p e0250846 (2021)
We explore the use of implied volatility indices as a tool for estimate changes in the synchronization of stock markets. Specifically, we assess the implied stock market's volatility indices' predictive power on synchronizing global equity indices re
Externí odkaz:
https://doaj.org/article/58a0cde6ed6d4d4195339ede508218a5
Publikováno v:
Complexity, Vol 2020 (2020)
This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard
Externí odkaz:
https://doaj.org/article/1d72071b35d74a63b9cf1bcf7f3263a3
Publikováno v:
Mathematics, Vol 9, Iss 18, p 2254 (2021)
In this paper, we present a new asymptotically normal test for out-of-sample evaluation in nested models. Our approach is a simple modification of a traditional encompassing test that is commonly known as Clark and West test (CW). The key point of ou
Externí odkaz:
https://doaj.org/article/a7cfb0d448074b408d04239a45f45a6a
Publikováno v:
Energy Economics. 106:105802
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a2432f63c57db530260d1f71d3a21c7
https://doi.org/10.1016/j.eneco.2021.105802
https://doi.org/10.1016/j.eneco.2021.105802
Autor:
Nicolas Hardy
Mot à mot, Feng Shui signifie'vent et eau'et définit l'art de vivre en harmonie avec l'environnement. Discipline chinoise traditionnelle et millénaire, science taoïste de l'habitat, le Feng Shui est avant tout l'art de canaliser l'énergie béné
