Relative performance persistence of financial forecasting models and its economic implications
Year of publication: |
August 2016
|
---|---|
Authors: | Baitinger, Eduard ; Fieberg, Christian ; Poddig, Thorsten |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2016, 6, p. 71-106
|
Subject: | model selection risk | financial forecasting | performance persistence | dimenison-reduction | kernel regression | pattern recognition | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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