Forecasting intraday S&P 500 index returns: A functional time series approach

2017 ◽  
Vol 36 (7) ◽  
pp. 741-755 ◽  
Author(s):  
Han Lin Shang
Keyword(s):  
Time Series ◽  
Functional Time Series ◽  
Time Series Approach

Functional time series approach to analyzing asset returns co-movements

2021 ◽  
Author(s):  
Patrick W. Saart ◽  
Yingcun Xia
Keyword(s):  
Time Series ◽  
Asset Returns ◽  
Functional Time Series ◽  
Time Series Approach

Stock market trend prediction using a functional time series approach

2019 ◽  
Vol 20 (1) ◽  
pp. 69-79 ◽  
Author(s):  
Shih-Feng Huang ◽  
Meihui Guo ◽  
May-Ru Chen
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Trend Prediction ◽  
Functional Time Series ◽  
Time Series Approach

scholarly journals Forecasting implied volatility in foreign exchange markets: a functional time series approach

2017 ◽  
Vol 24 (1) ◽  
pp. 1-18 ◽  
Author(s):  
Fearghal Kearney ◽  
Mark Cummins ◽  
Finbarr Murphy
Keyword(s):  
Time Series ◽  
Foreign Exchange ◽  
Implied Volatility ◽  
Foreign Exchange Markets ◽  
Functional Time Series ◽  
Time Series Approach ◽  
Exchange Markets

Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach

2022 ◽  
Vol 309 ◽  
pp. 118418
Author(s):  
Chih-Hao Chang ◽  
Zih-Bing Chen ◽  
Shih-Feng Huang
Keyword(s):  
Time Series ◽  
High Resolution ◽  
Electricity Consumption ◽  
Functional Time Series ◽  
Time Series Approach

scholarly journals Correction to: Measuring the impact of the Afordable Care Act Medicaid expansion on access to primary care using an interrupted time series approach

2021 ◽  
Vol 19 (1) ◽  
Author(s):  
Elizabeth A. Brown ◽  
Brandi M. White ◽  
Walter J. Jones ◽  
Mulugeta Gebregziabher ◽  
Kit N. Simpson
Keyword(s):  
Primary Care ◽  
Time Series ◽  
Interrupted Time Series ◽  
Medicaid Expansion ◽  
Time Series Approach ◽  
Access To Primary Care ◽  
The Impact

An amendment to this paper has been published and can be accessed via the original article.

THE IMPACT OF THE HOTEL ROOM TAX: AN INTERRUPTED TIME SERIES APPROACH

1992 ◽  
Vol 45 (4) ◽  
pp. 433-441 ◽  
Author(s):  
CARL BONHAM ◽  
EDWIN FUJII ◽  
ERIC IM ◽  
JAMES MAK
Keyword(s):  
Time Series ◽  
Interrupted Time Series ◽  
Hotel Room ◽  
Time Series Approach ◽  
The Impact

scholarly journals The Role of Assumptions in Ohlson Model Performance: Lessons for Improving Equity-Value Modeling

Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 513
Author(s):  
Olga Fullana ◽  
Mariano González ◽  
David Toscano
Keyword(s):  
Time Series ◽  
Model Performance ◽  
Listed Firms ◽  
Valuation Model ◽  
Residual Income Valuation ◽  
Equity Value ◽  
Short Run ◽  
Time Series Approach ◽  
Linear Information

In this paper, we test whether the short-run econometric conditions for the basic assumptions of the Ohlson valuation model hold, and then we relate these results with the fulfillment of the short-run econometric conditions for this model to be effective. Better future modeling motivated us to analyze to what extent the assumptions involved in this seminal model are not good enough approximations to solve the firm valuation problem, causing poor model performance. The model is based on the well-known dividend discount model and the residual income valuation model, and it adds a linear information model, which is a time series model by nature. Therefore, we adopt the time series approach. In the presence of non-stationary variables, we focus our research on US-listed firms for which more than forty years of data with the required cointegration properties to use error correction models are available. The results show that the clean surplus relation assumption has no impact on model performance, while the unbiased accounting property assumption has an important effect on it. The results also emphasize the uselessness of forcing valuation models to match the value displacement property of dividends.

Monitoring of the Implementation of a Breastfeeding Guideline for 6 Years: A Mixed‐Methods Study Using an Interrupted Time Series Approach

2021 ◽  
Author(s):  
Maria Ruzafa‐Martinez ◽  
David Harillo‐Acevedo ◽  
Antonio Jesús Ramos‐Morcillo
Keyword(s):  
Time Series ◽  
Mixed Methods ◽  
Interrupted Time Series ◽  
Mixed Methods Study ◽  
Time Series Approach
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