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Dissertations / Theses on the topic 'Forecasting of the market of advertising market'

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Published: 30 May 2022
Last updated: 31 July 2025

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1

Lin, Wangke. "Finance Forecasting in Fractal Market Hypothesis." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-47899.

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2

Kyriacou, Myria. "Foreign exchange market microstructure and forecasting." Thesis, City University London, 2009. http://openaccess.city.ac.uk/8717/.

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Using two unique datasets, one at a daily frequency including six currency pairs, and another tick-by-tick dataset in €/US$, we investigate some of the unanswered questions in the field of foreign exchange market microstructure. We confirm the contemporaneous relationship between flows and exchange rates found in the literature in the daily data, but in the forecasting experiments we find no forecasting power, regardless of model, history used forecast horizon or currency pair. The forecasting performance is not improved by considering a system of exchange rates, or by evaluating based on dire
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3

Lu, Chiang. "Forecasting for Energy Market Risk Management." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/18889.

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We rely on information from forecasts to formulate optimal decisions every day with our limited resources. The operation of the power infrastructure relies on forecasts to maintain enough supply in the system and preserve desirable operational conditions. With the concern for climate change, the shift in energy source has been focused on integrating renewable energy into the power system. Due to the stochastic nature of solar and wind. Energy cannot be produced on demand. Improving forecasts on this variable is an increasing need for its greater acceptance as a viable and a reliable energy sou
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4

Shah, Ismail. "Modeling and Forecasting Electricity Market Variables." Doctoral thesis, Università degli studi di Padova, 2016. http://hdl.handle.net/11577/3427110.

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In deregulated electricity markets, accurate modeling and forecasting of different variables, e.g. demand, prices, production etc. have obtained increasing importance in recent years. As in most electricity markets, the daily demand and prices are determined the day before the physical delivery by means of (semi-) hourly concurrent auctions, accurate forecasts are necessary for the efficient management of power systems. However, it is well known that electricity (demand/price) data exhibit some specific features, among which, daily, weekly and annual periodic patterns as well as non-constant m
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5

NEVES, ANTONIO BERNARDO FERREIRA. "STATISTICAL MODELS IN ADVERTISING MARKET RESEARCH." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9046@1.

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A propaganda é sem dúvida uma das armas mais importantes do Markenting. Porém, medir sua eficiência a curto prazo como resultado do aumento de vendas pode ser uma tarefa árdua, principalmente quando este é comparado com resultados de promoções. Desta forma, modelos estatísticos vêm sendo desenvolvidos utilizando-se de outros tipos de medidas diferente do volume de vendas. Ao mesmo tempo, a propaganda passou a ser vista como algo mais científico. Mais ainda, ela tomou lugar de destaque dentro da Pesquisa de Mercado, gerando diversas tendências sobre a melhor forma de garantir o retor
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6

Nishi, Hirofumi. "Market Efficiency, Arbitrage and the NYMEX Crude Oil Futures Market." Thesis, University of North Texas, 2016. https://digital.library.unt.edu/ark:/67531/metadc862846/.

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Since Engle and Granger formulated the concept of cointegration in 1987, the literature has extensively examined the unbiasedness of the commodity futures prices using the cointegration-based technique. Despite intense attention, many of the previous studies suffer from the contradicting empirical results. That is, the cointegration test and the stationarity test on the differential contradict each other. In marked contrast, my dissertation develops the no-arbitrage cost-of-carry model in the NYMEX light sweet crude oil futures market and tests stationarity of the spot-futures differential. It
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7

Boenner, Alexander Bönner Alexander. "Forecasting Models for the German Office Market." [S.l.] : [s.n.], 2009. http://www.unisg.ch/www/edis.nsf/SysLkpByIdentifier/3561.

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8

MEDEIROS, LUCIO DE. "SPOT PRICE FORECASTING IN THE ELECTRICITY MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2003. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4777@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>O objetivo da tese é propor uma metodologia para previsão do preço de curto prazo (spot) da energia elétrica no Brasil baseada em sistemas neuro-fuzzy e nos programas do planejamento da operação do sistema elétrico brasileiro. Com essa abordagem, obtém-se distribuições estimadas do preço spot para o curto prazo com menor dispersão do que as obtidas somente com os programas do planejamento da operação. Além disso, por ser rápido, o sistema de previsão final possibilita análises de cenários ou simulações Monte Carlo. As prin
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9

Bönner, Alexander. "Forecasting models for the German office market." Wiesbaden Gabler, 2009. http://d-nb.info/992136172/04.

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10

Lang, Mark Frederick. "IMPROVING MARKETING FORECASTING THROUGH COLLECTIVE MARKET INTELLIGENCE." Diss., Temple University Libraries, 2012. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/214784.

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Business Administration/Marketing<br>Ph.D.<br>New product development and management are critical to the long-term success of the firm. New product development is also an area where the firm needs to improve performance. Two important new product decisions are selecting new concepts and estimating their future market potential and demand. Forecasting is a critical activity in supporting these two decisions. Unfortunately, forecasting is an activity where firms often struggle to be proficient. Recent advances in forecasting methods offer opportunities for improvement. One of the techniques is p
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11

Correia, Francisco. "Efficient advertising strategies for the fragrance market." Master's thesis, NSBE - UNL, 2008. http://hdl.handle.net/10362/9504.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics<br>Fragrances are not just a segmented market. It has become diverse market, providing consumers a variety of multi-dimensional experiences. From customized fragrances to celebrity endorsed perfumes, the possibilities in this lucrative industry are endless. As referred by Bized.co.uk: Most of the fragrance houses have been in existence for many years. Moreover, in order to develop their name and the brand image that is associated with it takes
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12

Nilsson, Arvid. "Market transparency." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (Ekonomiska forskningsinstitutet vid Handelshögsk.) (EFI), 2001. http://www.hhs.se/efi/summary/578.htm.

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13

Andersson, Magnus, and Johan Palm. "Forecasting the Stock Market : A Neural Network Approch." Thesis, Mälardalen University, School of Education, Culture and Communication, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-5564.

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<p>Forecasting the stock market is a complex task, partly because of the random walk behavior of the stock price series. The task is further complicated by the noise, outliers and missing values that are common in financial time series. Despite of this, the subject receives a fair amount of attention, which probably can be attributed to the potential rewards that follows from being able to forecast the stock market.</p><p>Since artificial neural networks are capable of exploiting non-linear relations in the data, they are suitable to use when forecasting the stock market. In addition to this,
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14

Klaas, Sinoxolo. "Forecasting volatility on the rand foreign exchange market." Thesis, Nelson Mandela Metropolitan University, 2015. http://hdl.handle.net/10948/7892.

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Exchange rates are one of the most essential determinants of a country's economic performance in terms of level of trade. Since the exchange rate is one of the best indicators of competitiveness, this study sought to examine the behaviour of the rand against other emerging countries in the South African exchange market. The study explored the trends and estimated the forecasting accuracy of six currency markets using ARCH-family and Random walk models over the period 1994 to 2013.The six currency markets examined were the Rand/Dollar, Rand/Pound, Rand/Euro, Rand/Yen and Rand/Pula. The Rand exc
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15

SILVA, PAULO DE TARSO GOMIDE CASTRO. "A SYSTEM FOR STOCK MARKET FORECASTING AND SIMULATION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2011. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=28979@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>Nos últimos anos, vem crescendo o interesse acerca da predição do comportamento do mercado de capitais, tanto por parte dos investidores quanto dos pesquisadores. Apesar do grande número de publicações tratando esse problema, predizer com eficiência futuras tendências e desenvolver estratégias de negociação capazes de traduzir boas predições em lucros são ainda grandes desafios. A dificuldade em realizar tais tarefas se deve tanto à não linea
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16

Gower, Craig Paul. "Modelling and forecasting stock and stock market volatility." Thesis, Swansea University, 2001. https://cronfa.swan.ac.uk/Record/cronfa42339.

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The examination of stock price volatility has come under increased scrutiny due to the large swings in stock price movements that have occurred with greater frequency than the historical average. Additionally, the substantial increases in the volume of options trading has increased the importance of accurate volatility forecasts due to the volatility forecast being the most important parameter affecting the pricing of options. Consequently, the aim of the thesis is to analyse the volatility of forty-five FTSE 100 stocks, the FTSE 100 index together with other major and emerging market stock in
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17

Dario, Ugo <1986&gt. "Forecasting energy market: an artificial neural network approach." Master's Degree Thesis, Università Ca' Foscari Venezia, 2015. http://hdl.handle.net/10579/5810.

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Artificial Neural Network as a universal function approximators can be used for mapping any nonlinear function. Used in different fields of application (congnitive science, engineering, biology, finance..), ANN have become popular in finance for their power in pattern recognition, classification and forecasting. This paper specifically examines the used of ANN in the energy market in order to build a forecast price on the energy commodities. A brief study on the feature of the energy market, in particular crude oil and natural gas prices, will be followed by an implementation of an ANN system
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18

Meilūnaitė, Vaišvilienė Alina. "Influence of advertising on customer in book market." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100527_135200-04112.

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Paper represents the research of influence of advertising and its results. The research was conducted in two stages: an experiment to evaluate influence of advertising, trademark, and other factors on the choice of books, and a research to interpret the obtained data – influence of advertising was interpreted in the context of respondents’ experience, system of influence of advertising in book market was established, factors differentiating influence of advertising were singled out. The research also analyses theories of advertising influence and estimates the relation between advertising and
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19

KUMAR, NEERAJ. "DESIGNING OF MARKET MODEL, EFFECTIVE PRICE FORECASTING TOOL AND BIDDING STRATEGY FOR INDIAN ELECTRICITY MARKET." Thesis, DELHI TECHNOLOGICAL UNIVERSITY, 2021. http://dspace.dtu.ac.in:8080/jspui/handle/repository/18910.

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The Development scenario for renewable energy across the globe is changing rapidly in terms of capacity addition and grid interconnection. Penetration of renewable energy resources into grid is necessary to meet the elevated demand of electricity. In view of this penetration of solar and wind power growing enormously across the globe. Solar energy is widely escalating in terms of generation and capacity addition due its better predictability over wind energy. Electricity pricing is one of the important aspects for power system planning and it felicitates information for the electricity b
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20

Ozguner, Erdem. "Short Term Electricity Price Forecasting In Turkish Electricity Market." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12615169/index.pdf.

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With the aim for higher economical efficiency, considerable and radical changes have occurred in the worldwide electricity sector since the beginning of 1980s. By that time, the electricity sector has been controlled by the state-owned vertically integrated monopolies which manage and control all generation, transmission, distribution and retail activities and the consumers buy electricity with a price set by these monopolies in that system. After the liberalization and restructuring of the electricity power sector, separation and privatization of these activities have been widely seen. The ma
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21

Kim, Kyungmin. "An econometric analysis and forecasting of Seoul office market." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/68184.

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Thesis (S.M. in Real Estate Development)--Massachusetts Institute of Technology, Program in Real Estate Development in Conjunction with the Center for Real Estate, 2011.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (p. 67-68).<br>This study examines and forecasts the Seoul office market, which is going to face a big supply in the next few years. After reviewing several previous studies on the D
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22

Lakshminarayanan, Sriram. "An Integrated Stock Market Forecasting Model Using Neural Networks." Ohio University / OhioLINK, 2005. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1127333497.

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23

Vidanage, Thushari. "A Macroeconomic Perspective on Stock Market Return Volatility: Forecasting, Causes and Consequences." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/371286.

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This research examines three different but related aspects of the stock market return volatility. The first study quantifies the effects of political instability and democracy on stock market return volatility. It uses a system-generalized method of moments (sys-GMM) model and a system of equations model to estimate the relationship between political risk and market volatility for a sample of 54 developing and high-income countries for the period 1995-2014. The dynamic panel data analysis using the sys-GMM model reveals that political instability causes the stock market to be volatile, yet the
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24

Liu, Yu. "Essays on analyst growth forecasts and stock market valuations /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?ACCT%202008%20LIU.

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25

Huang, Yao. "Market Sentiments and the Housing Markets." Diss., Virginia Tech, 2020. http://hdl.handle.net/10919/97518.

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This paper has three chapters. In the first chapter, we develop a measure of housing sentiment for 24 cities in China by parsing through newspaper articles from 2006 to 2017.We find that the sentiment index has strong predictive power for future house prices even after controlling for past price changes and macroeconomic fundamentals. The index leads price movements by nearly 9 months, and it is highly correlated with other survey expectations measures that come with a significant time lag. In the second chapter, we show that short term house price movement is predictable by solely using newsp
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Chen, Chun-hung. "Essays on after hours market /." Thesis, Connect to this title online; UW restricted, 2006. http://hdl.handle.net/1773/7470.

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27

Mulaosmanovic, Mirza, and Evgeni Ali. "SHORT-TERM ELECTRICITY PRICE FORECASTING ON THE NORD POOL MARKET." Thesis, Mälardalens högskola, Akademin för ekonomi, samhälle och teknik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-37577.

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28

Gribisch, Bastian [Verfasser]. "Modeling and Forecasting of Multivariate Stock Market Volatility / Bastian Gribisch." Kiel : Universitätsbibliothek Kiel, 2013. http://d-nb.info/1031914897/34.

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29

Papaioannou, Anna. "The usefulness of aggregate and disaggregate models in market forecasting." Thesis, University of Manchester, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629571.

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This study aims to contribute to an improved understanding of the aggregation/disaggregation issue in market forecasting. It has developed a theoretical framework to explain the relative efficiency of various methods for forecasting aggregates and disaggregates and the effectiveness of combinations of forecasts including combinations across different levels of aggregation. The theoretical results not only explain and unify many previous research findings but they also predict the success of some new methods of forecasting e.g. using aggregate data to improve forecasts of the disaggregates and
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Ortez, Amador Mario Amado. "Forecasting volatility in agricultural commodities markets considering market structural breaks." Thesis, Kansas State University, 2015. http://hdl.handle.net/2097/18995.

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Master of Science<br>Department of Agricultural Economics<br>Glynn Tonsor<br>This decade has seen movements in commodity futures markets never seen before. There are many factors that have intensified price movements and volatility behavior. Those factors likely altering supply and demand include governmental policy within and outside of the U.S, weather shocks, geopolitical conflicts, food safety concerns etc. Whatever the reasons are for price movements it is clear that the volatility behavior in commodity markets constantly change, and risk managers need to use current and efficient tools t
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Khalili, Farshid. "Forecasting of the ship demolition market using artificial neural networks." Thesis, University of Newcastle upon Tyne, 2008. http://hdl.handle.net/10443/3139.

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Each section of the shipping market including the Newbuilding, Freight, Second-hand and Demolition markets has its own unique structure and individual internal parameters. Internal parameters can influence one or more parameters in their own and other markets. This makes the shipping markets, and each of their sections, a complex environment. Additionally, some external elements, such as inflation, political issues and economic policies, will affect certain outcomes. In such an environment, the main problem for creation of a "market model" is to recognise the most effective and influential inp
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Hansen, Patrik, and Sandi Vojcic. "Stock Market Forecasting Using SVM With Price and News Analysis." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-293854.

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Many machine learning approaches have been usedfor financial forecasting to estimate stock trends in the future. Thefocus of this project is to implement a Support Vector Machinewith price and news analysis for companies within the technologysector as inputs to predict if the price of the stock is going torise or fall in the coming days and to observe the impact on theprediction accuracy by adding news to the technical analysis.The price analysis is compiled of 9 different financial indicatorsused to indicate changes in price, and the news analysis uses thebag-of-words method to rate headlines
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33

Савчук, Т. О., та О. А. Iсаєнко. "Задача market forecasting в оцiнюваннi перспектив розвитку кон’юнктури певного ринку". Thesis, ВНТУ, 2012. http://ir.lib.vntu.edu.ua/handle/123456789/7903.

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В статтi обґрунтовується доцiльнiсть та опис iнтелектуальної системи, що розв’язує задачу market forecasting для визначення кон’юнктури ринку продукцiї, що базується на використаннi методiв прогнозування для визначення кон’юнктури ринку продукцiї.<br>This article explain the rationale and description of the intelligent system that solves the problem of market forecasting to determine a product market based on the use of forecasting methods to determine the production market.
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Klopfenstein, Bruce Carl. "Forecasting the market for home video players : a retrospective analysis /." The Ohio State University, 1985. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487259580260799.

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35

DAVO', Federica. "Optimization and Forecasting Models for Electricity Market and Renewable Energies." Doctoral thesis, Università degli studi di Bergamo, 2017. http://hdl.handle.net/10446/77349.

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This thesis presents different optimization and forecasting models, with the focus on energy markets and renewable energy sources. The analysis approach is related to models for wind and solar power forecasts and those for electricity prices forecasts. The first study explores a Principal Component Analysis in combination with two post-processing techniques for the prediction of wind power and of solar irradiance produced over two large areas. The Principal Component Analysis is applied to reduce the datasets dimension. A Neural Network and an Analog Ensemble post-processing are then applied o
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Hägglund, Charina Montemar. "Market Orientation as a Branding Strategy." Thesis, Uppsala University, Department of Business Studies, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-88950.

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37

Volkovynska, P. S. "Native advertising and major trends." Thesis, Дніпропетровський національний університет залізничного транспорту імені В. Лазаряна, 2018. https://er.knutd.edu.ua/handle/123456789/10833.

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Native advertising is a type of advertising, mostly online, that matches the form and function of the platform up on which it appears. Native ads have become an integral part of the marketing strategy for the brand.
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Law, Ka-chung, and 羅家聰. "A comparison of volatility predictions in the HK stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1999. http://hub.hku.hk/bib/B30163535.

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Laederach, Oliver. "Kennzahlenbasierte Titelselektion Kennzahlentests und Forecasting am Beispiel des Swiss Market Index /." St. Gallen, 2006. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01651926002/$FILE/01651926002.pdf.

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Pourkermani, Kasra. "Essays on the econometric modelling and forecasting of shipping market variables." Thesis, University of Newcastle Upon Tyne, 2012. http://hdl.handle.net/10443/1471.

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This thesis uses econometric modelling and forecasting to investigate a number of important topics associated with economic and financial aspects of the global shipping market. The thesis is made up of five chapters. Chapter 1 introduces the structure of the shipping market; it covers a wide range of topics, including the shipping sub-markets, shipping stock and shipping market information. It introduces the different types of freight rates involved, and discusses the economics behind the formation of spot and time-charter freight rates. It also introduces the new-build ship market and explain
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Manzoni, Katiuscia. "Modelling, forecasting and riding credit risk in the Sterling Eurobond market." Thesis, City University London, 2002. http://openaccess.city.ac.uk/7602/.

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This thesis aims to make a contribution to the understanding of credit risk dynamics in the Sterling Eurobond market. The background to the thesis is the increasing size, complexity and volatility of all debt markets, where the tasks of measuring, understanding and forecasting credit risk are of central importance to investing institutions and to corporate and sovereign borrowers. We investigate the changes in the perceived credit quality of bond issuers through three different approaches. First, we describe the evolution of credit spreads over time, exploring whether they reflect economic fun
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Nomikos, Nikos K. "Risk management, price discovery and forecasting in the freight futures market." Thesis, City University London, 1999. http://openaccess.city.ac.uk/7749/.

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The success or failure of a futures contract is determined by its ability to provide benefits to economic agents, over and above the benefits they derive from the spot market. These benefits are price discovery and risk management through hedging. The extent to which different commodity and financial futures markets have served as efficient centres of price discovery and risk management has been the focus of considerable empirical research in the literature. The evidence however, on the BIFFEX market is very limited. This thesis therefore, by investigating these issues provides new evidence in
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Осипова, А. О. "Дослідження та прогнозування кон'юнктури ринку (на прикладі ринку реклами)". Thesis, 2018. http://dspace.oneu.edu.ua/jspui/handle/123456789/9928.

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У роботі розглядаються дослідження теоретичних та методичних аспектів кон’юнктури ринку реклами. Проаналізовано сучасний стан ринку реклами в Україні, а також була освітлена особлитвість розвитку ринку реклами у розвинених країнах світу. Виявлені основні проблеми і недоліки сучасного ринку реклами в Україні. Запропоновано прогноз розвитку ринку реклами України та виявлені відповідні тенденції.<br>The paper examines theoretical and methodological aspects of the advertising market situation. The current state of the advertising market in Ukraine was analyzed, and the specialty of the devel
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Girnius, Audrius. "Market share vs. market size effects of advertising : analysis of market structure /." 2003. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3097106.

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Ke, Tsung-Han, and 柯宗漢. "Forecasting Financial Market Volatility." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/18642086832614085073.

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博士<br>國立暨南國際大學<br>國際企業學系<br>102<br>The purpose of this research uses the GARCH(1,1)-X model to forecast the volatility of a financial market, and to constructs a proper predictor from a multivariate variable to improve the forecasting performance of the GARCH(1,1) model. This research derives the method by maximising the covariance between the squared series of the target variable and that of the linear combination combined by the multivariate variables. This research demonstrates the advantages of the proposed method through simulation studies and empirical studies on forecasting the volatili
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Ñíguez, Trino-Manuel. "Forecasting asset portfolio market risk." Doctoral thesis, 2004. http://hdl.handle.net/10045/3777.

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Ñíguez, Grau Trino-Manuel. "Forecasting asset portfolio market risk." Doctoral thesis, 2004. http://hdl.handle.net/10045/3777.

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Kalaswad, Anita Maria. "Developing effective communications messages to the Hispanic market : language and the bilingual market." Thesis, 2010. http://hdl.handle.net/2152/ETD-UT-2010-05-1397.

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Once considered a minority, Hispanics today are becoming a growing majority of the U.S. population. In fact, Hispanics have become the nation's largest minority group. The growth of the Hispanic market has numerous implications for marketing and communication decisions. Hispanics residing in the U.S. consume products and services on a daily basis. They buy groceries, appliances, event tickets and interact constantly with companies and their messages. Not only is it crucial for U.S. marketers to recognize how valuable this market is to them, but Hispanics are a multifaceted market that must be
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Gomez, Albert Alonso E. "Essays in Market Integrations, and Economic Forecasting." Thesis, 2012. http://hdl.handle.net/1807/34015.

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In this thesis I study two fields of empirical finance: market integration and economic forecasting. The first two chapters focus on studying regional integration of Mexican and U.S. equity markets. In the third chapter, I propose the use of the daily term structure of interest rates to forecast inflation. Each chapter is a free-standing essay that constitutes a contribution to the field of empirical finance and economic forecasting. In Chapter 1, I study the ability of multi-factor asset pricing models to explain the unconditional and conditional cross-section of expected returns in Mexico. T
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Tseng, Hong-Chih, and 曾鴻志. "A Forecasting Model of Taiwan Stock Market." Thesis, 1993. http://ndltd.ncl.edu.tw/handle/25112469251307559054.

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