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  • Search: subject:"Out‐of‐sample prediction"
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Year of publication
Subject
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Forecasting model 40 Prognoseverfahren 40 out-of-sample prediction 26 Out-of-sample prediction 24 Theorie 17 Theory 17 Out-of-Sample Prediction 10 Capital income 9 Kapitaleinkommen 9 Forecast 8 Prognose 8 Estimation 7 Schätzung 7 finite mixture models 7 option pricing 7 Bayesian inference 6 Experiment 6 Risikoprämie 6 Risk premium 6 Volatility 6 Volatilität 6 Altruism 5 Equity Premium 5 Time series analysis 5 Zeitreihenanalyse 5 Altruismus 4 Bayesian nonparametrics 4 Börsenkurs 4 Dividend Yield 4 Einkommensverteilung 4 Exchange rate 4 GARCH models 4 Income distribution 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Präferenztheorie 4 Share price 4 Social welfare function 4 Soziale Wohlfahrtsfunktion 4 Stock Returns 4
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Online availability
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Free 37 Undetermined 25 CC license 1
Type of publication
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Article 39 Book / Working Paper 29
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 16 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 research-article 1
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Language
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English 56 Undetermined 12
Author
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Epper, Thomas 7 Fehr, Ernst 7 Senn, Julien 7 Dreher, Sandra 4 Eichfelder, Sebastian 4 Noth, Felix 4 Stentoft, Lars 4 Li, Jiahan 3 Rombouts, Jeroen V.K. 3 Tsiakas, Ilias 3 Andrea, Buraschi 2 Andrea, Carnelli 2 Bluwstein, Kristina 2 Bouslah, Kais 2 Buckmann, Marcus 2 Dunis, Christian 2 Engel, Christoph 2 Goulard, Michel 2 Hamann, Hanjo 2 Jiang, Wei 2 Joseph, Andreas 2 Kang, Kyu Ho 2 Kapadia, Sujit 2 Kellard, Neil M. 2 Kinateder, Harald 2 Laurent, Thibault 2 Nelson, Ashlyn Aiko 2 Ouenniche, Jamal 2 Rombouts, Jeroen 2 STENTOFT, Lars 2 Snaith, Stuart 2 Stentoft, Lars Peter 2 Thomas-Agnan, Christine 2 Vytlacil, Edward 2 Zhang, Haibin 2 Şimşek, Özgür 2 Ainol Madziah Zubairi 1 Aycinena, Diego 1 Bakkar, Yassine 1 Ballouk, Houssein 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 School of Economics and Management, University of Aarhus 2 CTS - Centre for Transport Studies Stockholm (KTH and VTI) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1 Rimini Centre for Economic Analysis (RCEA) 1 Toulouse School of Economics (TSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Finance research letters 3 CIRANO Working Papers 2 CORE Discussion Papers 2 CREATES Research Papers 2 Journal of Financial Management, Markets and Institutions 2 Journal of business research : JBR 2 Journal of empirical finance 2 Applied economics letters 1 Asia-Pacific journal of accounting & economics : APJAE 1 CESifo Working Paper 1 CESifo working papers 1 Cahiers de recherche 1 Discussion paper series / IZA 1 Disskussionsbeitrag / Arqus, Arbeitskreis Quantitative Steuerlehre 1 ESI working papers 1 Economics Letters 1 Economics letters 1 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 1 Finance and economics discussion series 1 IWH Discussion Papers 1 IWH-Diskussionspapiere 1 IZA Discussion Papers 1 International Journal of Housing Markets and Analysis 1 International journal of forecasting 1 International journal of market research 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of family business strategy 1 Journal of financial management, markets and institutions 1 Journal of financial markets 1 Journal of forecasting 1 Journal of international economics 1 Journal of international financial markets, institutions & money 1 Journal of international money and finance 1 Journal of money, credit and banking : JMCB 1 Journal of the Operational Research Society 1 MPRA Paper 1 Macroeconomic dynamics 1 Management Science 1 Preprints of the Max Planck Institute for Research on Collective Goods 1
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Source
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ECONIS (ZBW) 42 RePEc 19 EconStor 6 Other ZBW resources 1
Showing 11 - 20 of 68
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The fundamental properties, stability and predictive power of distributional preferences
Fehr, Ernst; Epper, Thomas; Senn, Julien - 2023
Parsimony is a desirable feature of economic models but almost all human behaviors are characterized by vast individual variation that appears to defy parsimony. How much parsimony do we need to give up to capture the fundamental aspects of a population's distributional preferences and to...
Persistent link: https://www.econbiz.de/10014419243
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The fundamental properties, stability and predictive power of distributional preferences
Epper, Thomas; Fehr, Ernst; Senn, Julien - 2023
Persistent link: https://www.econbiz.de/10014495276
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Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin; Kim, Jaeho - In: Macroeconomic dynamics 26 (2022) 2, pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
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Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei; Wu, Zhengyu; Zhang, Hao; Zhang, Lu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014491948
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Harnessing volatility cascades with ensemble learning
Cheng, Mingmian - In: Journal of forecasting 43 (2024) 8, pp. 2954-2981
Persistent link: https://www.econbiz.de/10015110591
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Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - In: Journal of international economics 145 (2023), pp. 1-37
Persistent link: https://www.econbiz.de/10014480111
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Intertemporal choice experiments and large-stakes behavior
Aycinena, Diego; Blazsek, Szabolcs; Rentschler, Lucas; … - 2020
Persistent link: https://www.econbiz.de/10012419156
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Equity premium prediction and the state of the economy
Tsiakas, Ilias; Li, Jiahan; Zhang, Haibin - 2020
Persistent link: https://www.econbiz.de/10012317559
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Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - 2020
Persistent link: https://www.econbiz.de/10012202963
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Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng; He, Mengxi; Zhang, Yaojie - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
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