EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Model combinations"
Narrow search

Narrow search

Year of publication
Subject
All
Model combinations 5 Bayesian econometrics 3 Börsenkurs 3 Capital income 3 Capital market returns 3 Forecasting model 3 Kapitaleinkommen 3 Kapitalmarktrendite 3 Prognoseverfahren 3 Share price 3 Equity premium 2 Predictive regressions 2 Predictor constraints 2 Regression analysis 2 Regressionsanalyse 2 Risikoprämie 2 Risk premium 2 Theorie 2 Theory 2 Time-varying parameters 2 24-month high and low 1 Anleihe 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian learning 1 Bond 1 Bond market 1 Bond return predictability 1 CAPM 1 Learning process 1 Lernprozess 1 Non-overlapping bond returns 1 Parameter uncertainty 1 Port- folio choice 1 Portfolio choice 1 Public bond 1 Real-time macroeconomic information 1 Rentenmarkt 1 Risiko 1 Risk 1
more ... less ...
Online availability
All
Free 3 Undetermined 2
Type of publication
All
Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 4 Undetermined 2
Author
All
Pettenuzzo, Davide 5 Ravazzolo, Francesco 3 Pan, Zhiyuan 2 Wang, Yudong 2 Fulop, Andras 1 Li, Junye 1 Wan, Runqing 1
more ... less ...
Institution
All
Department of Economics, International Business School, Brandeis University 1 Norges Bank 1
Published in...
All
Journal of econometrics 1 Journal of empirical finance 1 Working Paper 1 Working Paper / Norges Bank 1 Working Papers / Department of Economics, International Business School, Brandeis University 1 Working papers / Brandeis University, Department of Economics and International Business School 1
Source
All
ECONIS (ZBW) 3 RePEc 2 EconStor 1
Showing 1 - 6 of 6
Did you mean: subject:"Model combination" (59 results)
Cover Image
Real-time Bayesian learning and bond return predictability
Wan, Runqing; Fulop, Andras; Li, Junye - In: Journal of econometrics 230 (2022) 1, pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
Cover Image
Forecasting stock returns : a predictorconstrained approach
Pettenuzzo, Davide; Pan, Zhiyuan; Wang, Yudong - 2017
Persistent link: https://www.econbiz.de/10011813299
Saved in:
Cover Image
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan; Pettenuzzo, Davide; Wang, Yudong - In: Journal of empirical finance 55 (2020), pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
Cover Image
Optimal Portfolio Choice Under Decision-Based Model Combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - 2014
the existing model combinations, both in terms of statistical and economic measures of out-of-sample predictability. We …
Persistent link: https://www.econbiz.de/10012143853
Saved in:
Cover Image
Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - Norges Bank - 2014
the existing model combinations, both in terms of statistical and economic measures of out-of-sample predictability. We …
Persistent link: https://www.econbiz.de/10011162487
Saved in:
Cover Image
Optimal Portfolio Choice under Decision-Based Model Combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - Department of Economics, International Business School, … - 2014
predictions than the existing model combinations, both in terms of statistical and economic measures of out …
Persistent link: https://www.econbiz.de/10010942490
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...