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  • Search: subject:"Out of sample prediction"
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Year of publication
Subject
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Forecasting model 39 Prognoseverfahren 39 out-of-sample prediction 26 Out-of-sample prediction 23 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 36 Undetermined 25 CC license 1
Type of publication
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Article 38 Book / Working Paper 29
Type of publication (narrower categories)
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Article in journal 31 Aufsatz in Zeitschrift 31 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 55 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 Bidin Yatim 1 Bin, Okmyung 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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CIRANO Working Papers 2 CORE Discussion Papers 2 CREATES Research Papers 2 Finance research letters 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) 41 RePEc 19 EconStor 6 Other ZBW resources 1
Showing 11 - 20 of 67
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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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The Bank of Korea watch
Kim, Hyerim; Kang, Kyu Ho - In: Journal of international money and finance 126 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013435485
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