Search Results - subject:"Predictive accuracy" - EconBiz

Comparison of the CAPM and multi-factor Fama-French models for the valuation of assets in the industries with the highest number of transactions in the US market

Chahuán-Jiménez, Karime; Muñoz-Rojas, Luis; … - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-18

This study comparatively evaluated the Capital Asset Pricing Model (CAPM), the Fama and French three-factor model (FF3), and the Fama and French five-factor model (FF5) in key US market sectors (finance, energy, and utilities). The goals were to optimize financial decisions and reduce valuation...

Persistent link: https://www.econbiz.de/10015457493

The structural Theta method and its predictive performance in the M4-Competition

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 41 (2025) 3, pp. 940-952

Persistent link: https://www.econbiz.de/10015441512

Testing for equal predictive accuracy with strong dependence

Coroneo, Laura; Iacone, Fabrizio - In: International journal of forecasting 41 (2025) 3, pp. 1073-1092

Persistent link: https://www.econbiz.de/10015441527

Combining p-values for multivariate predictive ability testing

Spreng, Lars; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 765-777

Persistent link: https://www.econbiz.de/10014448433

A new self-normalized forecast comparison test

Li, Haiqi; Zhang, Ni; Zhou, Jin - In: Economics letters 256 (2025), pp. 1-5

Persistent link: https://www.econbiz.de/10015475445

Comparing forecasting performance with panel data

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: International journal of forecasting 40 (2024) 3, pp. 918-941

Persistent link: https://www.econbiz.de/10014547226

Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection

Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - 2021

Persistent link: https://www.econbiz.de/10013170703

Model uncertainty, nonlinearities and out-of-sample comparison : evidence from international technology diffusion

Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - 2020

Persistent link: https://www.econbiz.de/10012317622

A rank graduation accuracy measure

Agosto, Arianna; Giudici, Paolo; Raffinetti, Emanuela - 2020

Persistent link: https://www.econbiz.de/10012322245

Comparing forecasting performance in cross-sections

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31

Persistent link: https://www.econbiz.de/10014471796

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