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...
Main Author: | |
---|---|
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 |