Search Results - subject:"Backtesting"

Maccheroni, Carlo; Nocito, Samuel - In: Risks 5 (2017) 3, pp. 1-23

This work proposes a backtesting analysis that compares the Lee-Carter and the Cairns-Blake-Dowd mortality models …

Persistent link: https://www.econbiz.de/10011996657

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273

Brownlees, Christian; Souza, André B. M. - In: Journal of monetary economics 118 (2021), pp. 312-330

Persistent link: https://www.econbiz.de/10012603779

Tsafack, Georges; Cataldo, James M. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1351-1396

Persistent link: https://www.econbiz.de/10012616952

Jeon, Jun-Woo; Duru, Okan; Munim, Ziaul Haque; Saeed, Naima - In: Transportation science : a journal of the Institute for … 55 (2021) 4, pp. 946-967

Persistent link: https://www.econbiz.de/10012623704

Deng, Kaihua; Qiu, Jie - In: Quantitative finance 21 (2021) 7, pp. 1109-1125

Persistent link: https://www.econbiz.de/10012588022

Liu, Fred; Stentoft, Lars - In: Journal of financial econometrics 19 (2021) 1, pp. 53-96

Persistent link: https://www.econbiz.de/10012504312

Castillo, Brenda; León Valle, Ángel Manuel; Ñíguez, … - In: Finance research letters 43 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014633484

He, Chaohua; Li, Guangchen; Fan, Hai; Wei, Weixian - In: Applied economics 53 (2021) 11, pp. 1249-1263

Persistent link: https://www.econbiz.de/10012485170

Koshiyama, Adriano; Firoozye, Nikan B.; Treleaven, Philip C. - In: Quantitative finance 21 (2021) 5, pp. 797-813

Persistent link: https://www.econbiz.de/10012500189

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