JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 42 筆
第 62 頁
... errors . That is , there are ups and downs of forecast errors , and positive errors tend to be followed by negative errors and vice versa . This observation implies that there may be some self - correcting mechanism in forecasting ...
... errors . That is , there are ups and downs of forecast errors , and positive errors tend to be followed by negative errors and vice versa . This observation implies that there may be some self - correcting mechanism in forecasting ...
第 63 頁
teria include mean error ( ME ) , mean absolute error ( MAE ) , root mean squared error ( RMSE ) , and root mean squared percent error ( RMSPE ) . They provide good indicators of the errors associated with the forecasts based on three ...
teria include mean error ( ME ) , mean absolute error ( MAE ) , root mean squared error ( RMSE ) , and root mean squared percent error ( RMSPE ) . They provide good indicators of the errors associated with the forecasts based on three ...
第 66 頁
... errors in terms of mean error among six measures range from 0.66 dollars to 2.18 dollars per barrel by forecasting horizon . For the period of 1Q : 2001 to 2Q : 2004 , the forecasted values by EIA experts ' system and futures market are ...
... errors in terms of mean error among six measures range from 0.66 dollars to 2.18 dollars per barrel by forecasting horizon . For the period of 1Q : 2001 to 2Q : 2004 , the forecasted values by EIA experts ' system and futures market are ...
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analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility