Testing the value of directional forecasts in the presence of serial correlation
Oliver Blaskowitz; Helmut Herwartz
| Year of publication: |
2013
|
|---|---|
| Authors: | Blaskowitz, Oliver Jim ; Herwartz, Helmut |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 30-42
|
| Subject: | Directional accuracy | Forecast evaluation | Testing independence | Contingency tables | Bootstrap | Equity returns predictions | Euribor rate predictions | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Kapitaleinkommen | Capital income | Prognose | Forecast | Statistischer Test | Statistical test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243646