Relative performance persistence of financial forecasting models and its economic implications
Eduard Baitinger, Christian Fieberg and Thorsten Podding
| 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 | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2016.338 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620659