Time-series Models Forecasting Performance in the Baltic Stock Market

Contradicting evidence on time-series and financial analysts’ forecasting performance calls for further research in emerging markets. Motivation to use time-series models rather than analysts’ forecasts stems from recent research that reports time-series predictions to be superior to analysts’ forec...

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Bibliographic Details
Main Author: Žana Grigaliūnienė
Format: Article
Language:English
Published: Vilnius University Press 2013-05-01
Series:Organizations and Markets in Emerging Economies
Subjects:
Online Access:https://www.journals.vu.lt/omee/article/view/14261