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2 búsqueda de la palabra clave 'Predictability;'




Econometric models for the weekly high and low prices forecast of European firms / Marcos Rocabert Barroso (2020)
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Título : Econometric models for the weekly high and low prices forecast of European firms : Bankinter Tipo de documento: documento electrónico Autores: Marcos Rocabert Barroso, Autor ; Rafael Flores de Frutos, Director de tesi Fecha de publicación: 2020 Número de páginas: 22 p. Nota general: Grado en Administración y Dirección de Empresas Idioma : Inglés (eng) Materias: Análisis bursátil
Banca
Modelos econométricosPalabras clave: Market efficiency; Predictability; Co-integration; VEC model; High, low and closing prices; “Buy hold” strategy Clasificación: 330.43 Econometría Resumen: This article studies the possible predictability of Bankinter stock prices based on their past performance. It tries to expand, as far as possible, the study made by Caporin et al (2013) on the predictability of daily high and low prices. In order to do so, stock market data from Bankinter company is collected and analysed in order to make forecasts used for elaborating a trading strategy that can outperform the simple “buy and hold” strategy. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=47629 Econometric models for the weekly high and low prices forecast of European firms : Bankinter [documento electrónico] / Marcos Rocabert Barroso, Autor ; Rafael Flores de Frutos, Director de tesi . - 2020 . - 22 p.
Grado en Administración y Dirección de Empresas
Idioma : Inglés (eng)
Materias: Análisis bursátil
Banca
Modelos econométricosPalabras clave: Market efficiency; Predictability; Co-integration; VEC model; High, low and closing prices; “Buy hold” strategy Clasificación: 330.43 Econometría Resumen: This article studies the possible predictability of Bankinter stock prices based on their past performance. It tries to expand, as far as possible, the study made by Caporin et al (2013) on the predictability of daily high and low prices. In order to do so, stock market data from Bankinter company is collected and analysed in order to make forecasts used for elaborating a trading strategy that can outperform the simple “buy and hold” strategy. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=47629 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Documentos electrónicos
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Documento completoAdobe Acrobat PDFEconometric models for the weekly high and low prices forecast of European firms / Jacobo de Silva Echeguren (2021)
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Título : Econometric models for the weekly high and low prices forecast of European firms : Oracle Corporation Tipo de documento: documento electrónico Autores: Jacobo de Silva Echeguren, Autor ; Rafael Flores de Frutos, Director de tesi Fecha de publicación: 2021 Número de páginas: 17 p. Nota general: Grado en Administración y Dirección de Empresas Idioma : Inglés (eng) Materias: Análisis bursátil
Industrias de alta tecnología
Modelos econométricosPalabras clave: Market; Efficiency; Predictability; Co-integration; VEC model; High, low and closing prices; "Buy hold" strategy Clasificación: 330.43 Econometría Resumen: This paper studies the possible predictability of Oracle Corporation stock prices based on their past performance. It tries to expand as most as possible, the paper carried out by Caporin et al (2013) on the predictability of high and low prices, with the data from previous weeks (maximum, minimum,). In order to do so, stock market data from Oracle Corporation company is collected and analyzed in order to make forecasts used to elaborate a trading strategy that can outperform the simple "buy and/or sell" strategy. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=48688 Econometric models for the weekly high and low prices forecast of European firms : Oracle Corporation [documento electrónico] / Jacobo de Silva Echeguren, Autor ; Rafael Flores de Frutos, Director de tesi . - 2021 . - 17 p.
Grado en Administración y Dirección de Empresas
Idioma : Inglés (eng)
Materias: Análisis bursátil
Industrias de alta tecnología
Modelos econométricosPalabras clave: Market; Efficiency; Predictability; Co-integration; VEC model; High, low and closing prices; "Buy hold" strategy Clasificación: 330.43 Econometría Resumen: This paper studies the possible predictability of Oracle Corporation stock prices based on their past performance. It tries to expand as most as possible, the paper carried out by Caporin et al (2013) on the predictability of high and low prices, with the data from previous weeks (maximum, minimum,). In order to do so, stock market data from Oracle Corporation company is collected and analyzed in order to make forecasts used to elaborate a trading strategy that can outperform the simple "buy and/or sell" strategy. Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=48688 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Documentos electrónicos
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Documento completoURL