Search Results - subject:"In-Sample Predictability"

In-sample and out-of-sample predictability of cryptocurrency returns

Park, Kyungjin; Lee, Ho Jin - In: East Asian economic review 27 (2023) 3, pp. 213-242

Persistent link: https://www.econbiz.de/10015182930

In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns

Park, Kyungjin; Lee, Hojin - In: East Asian Economic Review (EAER) 27 (2023) 3, pp. 213-242

analyses, we can conclude that in-sample predictability cannot guarantee out-of-sample predictability and vice versa. This may …

Persistent link: https://www.econbiz.de/10015397912

Forecasting the equity risk premium in the Korean stock market: A factor analysis approach

Chun, Sungju - In: Global Business & Finance Review (GBFR) 26 (2021) 4, pp. 77-89

statistically and economically significant in-sample predictability for the future equity risk premium for the KOSPI, as strongly as …

Persistent link: https://www.econbiz.de/10015098771

Forecasting the equity risk premium in the Korean stock market : a factor analysis approach

Chun, Sungju - In: Global business and finance review 26 (2021) 4, pp. 77-89

statistically and economically significant in-sample predictability for the future equity risk premium for the KOSPI, as strongly as …

Persistent link: https://www.econbiz.de/10013197293

Data-Mining Bootstrap Procedure with Potential Predictors in Forecasting Models: Evidence from Eight Countries in the Asia-Pacific Stock Markets

Lee, Hojin - In: East Asian Economic Review (EAER) 23 (2019) 4, pp. 333-351

We use a data-mining bootstrap procedure to investigate the predictability test in the eight Asia-Pacific regional stock markets using in-sample and out-of-sample forecasting models. We address ourselves to the data-mining bias issues by using the data-mining bootstrap procedure proposed by...

Persistent link: https://www.econbiz.de/10015397881