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  • Search: subject:"Out-of-sample relative predictability"
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Subject
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Forecasting model 2 Prognoseverfahren 2 Theorie 2 Theory 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Conditional out-of-sample relative predictability 1 Crude oil price 1 Economic predictors 1 Equity return 1 Equity return volatility 1 Estimation 1 Forecast 1 Forecast (prediction) selection strategy 1 Fractional integration 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Oil market 1 Oil price 1 Out-of-sample relative predictability 1 Prognose 1 Random-walk model 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Share price 1 Stock market 1 Value-at-Risk 1 Volatility 1 Volatilität 1 Welt 1 World 1 Ölmarkt 1 Ölpreis 1
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Free 1 Undetermined 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Nonejad, Nima 2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Journal of empirical finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Point forecasts of the price of crude oil : an attempt to "beat" the end-of-month random-walk benchmark
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1497-1539
Persistent link: https://www.econbiz.de/10015141979
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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