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Search: subject:"Out-of-sample relative predictability"
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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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