Testing and valuing dynamic correlations for asset allocation

Article Abstract:

The generalized autoregressive conditional heteroscedasticity model to analyze dynamic conditional correlation, while evaluating business forecasts during the allocation of resources to various business processes, is presented.

Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Resource allocation, Econometric models

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On the fit of new Keynesian models

Article Abstract:

The advanced methodologies for evaluating dynamic stochastic general equilibrium models and its application with Keynesian analytical models are presented.

Learning models (Stochastic processes), Keynesian economics, Stochastic models

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Comparing density forecasts via weighted likelihood ratio tests

Article Abstract:

The accuracy of business forecasting method of competing density is evaluated by using weighted probability ratio testing.

Prediction theory, Ratio analysis

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