Topic
Date rolling
About: Date rolling is a research topic. Over the lifetime, 4 publications have been published within this topic receiving 58 citations.
Papers
Patent•
6 Feb 2002
Abstract: An electronic market calendar that identifies settlement dates, holidays, market-related events, and provides links to news, information and research materials, pertaining to certain transaction terms, currencies or territories. The invention displays or provides a market calendar in which each one of a plurality of calendar dates that corresponds to a settlement date, a market-related event date or a holiday is displayed in a visibly distinct manner from the rest of the calendar dates. The set of market-related events may include, for example, events such as national elections, publications of economic forecasts, releases of economic reports, monetary policy announcements, trade announcements, interest rate announcements, press releases, governmental hearings, federal open market committee meetings, financial summit meetings, or any other events related to the market in which the electronic market calendar is applied.
12 citations
Patent•
6 Feb 2002
TL;DR: An electronic market calendar that identifies settlement dates, holidays, market-related events, and provides links to news, information and research materials, pertaining to certain transaction terms, currencies or territories is presented in this article.
Abstract: An electronic market calendar that identifies settlement dates, holidays, market-related events, and provides links to news, information and research materials, pertaining to certain transaction terms, currencies or territories. The invention displays or provides a market calendar in which each one of a plurality of calendar dates that corresponds to a settlement date, a market-related event date or a holiday is displayed in a visibly distinct manner from the rest of the calendar dates. The set of market-related events may include, for example, events such as national elections, publications of economic forecasts, releases of economic reports, monetary policy announcements, trade announcements, interest rate announcements, press releases, governmental hearings, federal open market committee meetings, financial summit meetings, or any other events related to the market in which the electronic market calendar is applied.
4 citations
TL;DR: In this article, the authors proposed a new perpetual calendar with leap week, which is an optimum compromise for a solar calendar and fulfills all modern requirements: constancy, uniformity, continuity, simplicity and accuracy.
3 citations
TL;DR: This article showed how calendar intervention influences the sample autocorrelation, both by a theoretical study and an actual example, and also discussed model estimation for a time series subject to calendar intervention.
Abstract: Most national economic data and many marketing series are compiled monthly according to the Gregorian Calendar, but some of the ancient festivals or holidays, such as Easter, Jewish Passover, and Chinese New Year, are set by lunar calendar. Therefore the date of a holiday may vary between two adjacent months from year to year. Some product marketing and consumer behavior patterns are closely related to such holidays; the amount of monthly sales may change as the date of the holiday changes from one month to the other. This paper shows how calendar intervention influences the sample autocorrelation, both by a theoretical study and an actual example. Model estimation for a time series subject to calendar intervention is also discussed.
Performance Metrics
| Year | Papers |
|---|---|
| 2002 | 2 |
| 1997 | 1 |
| 1980 | 1 |