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Search: subject:"out‐of‐sample"
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Prognoseverfahren
475
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463
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282
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199
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197
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169
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148
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108
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105
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99
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99
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95
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95
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68
Out-of-sample forecasts
68
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68
out-of-sample forecasting
64
Out-of-sample forecasting
60
Risikoprämie
59
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59
ARCH-Modell
55
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54
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54
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54
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53
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53
out-of-sample
47
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46
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46
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44
Out-of-sample forecast
44
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44
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43
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43
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38
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out-of-sample forecasts
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315
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17
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687
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Kim, Hyeongwoo
42
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24
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24
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14
Dai, Zhifeng
13
Guidolin, Massimo
13
Shi, Wen
13
Zhang, Yaojie
12
Wang, Yudong
11
Yin, Libo
11
Christoffersen, Peter
10
Jacobs, Kris
10
Panchenko, Valentyn
10
Pincheira, Pablo
9
Dreher, Sandra
8
Eichfelder, Sebastian
8
Herwartz, Helmut
8
Kilian, Lutz
8
Medel, Carlos A.
8
Noth, Felix
8
Behera, Sarthak
7
Clark, Todd E.
7
Dijk, Dick van
7
Diks, Cees
7
Epper, Thomas
7
Fehr, Ernst
7
Fertig, Michael
7
He, Mengxi
7
Ivashchenko, Sergey
7
Kim, Soohyon
7
Nonejad, Nima
7
Senn, Julien
7
Timmermann, Allan
7
Berger, Helge
6
Hao, Xianfeng
6
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6
Liu, Li
6
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6
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6
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6
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
17
C.E.P.R. Discussion Papers
9
School of Economics and Management, University of Aarhus
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Department of Economics, Auburn University
6
Department of Economics, Faculty of Economic and Management Sciences
6
European Central Bank
6
Konjunkturinstitutet, Government of Sweden
4
Agricultural and Applied Economics Association - AAEA
3
BANCO DE LA REPÚBLICA
3
Banque de France
3
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
3
Department of Economics, European University at St. Petersburg
3
Department of Economics, Rutgers University-New Brunswick
3
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
3
Banca d'Italia
2
Banco de la Republica de Colombia
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Department of Economics, International Business School, Brandeis University
2
Henley Business School, University of Reading
2
Rimini Centre for Economic Analysis (RCEA)
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Society for Computational Economics - SCE
2
Tinbergen Instituut
2
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
CTS - Centre for Transport Studies Stockholm (KTH and VTI)
1
Central European Labour Studies Institute (CELSI)
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre for Economic Reform and Transformation, School of Management and Languages
1
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan
1
Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, New School for Social Research
1
Department of Economics, University of California-Riverside
1
Department of Economics, University of Pennsylvania
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
EconWPA
1
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Working paper series / Department of Economics, Auburn University
25
Finance research letters
19
Journal of forecasting
19
Economic modelling
18
MPRA Paper
17
International journal of forecasting
16
Energy economics
15
Journal of empirical finance
15
Journal of banking & finance
14
Pacific-Basin finance journal
13
Working Paper
13
International review of economics & finance : IREF
12
International review of financial analysis
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
CEPR Discussion Papers
9
CREATES Research Papers
9
Journal of international money and finance
9
Applied economics letters
8
CIRANO Working Papers
8
International journal of finance & economics : IJFE
8
Applied economics
7
ECB Working Paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Auburn Economics Working Paper Series
6
Economic Modelling
6
International Journal of Forecasting
6
Journal of Banking & Finance
6
Journal of econometrics
6
Working Paper Series / European Central Bank
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of International Money and Finance
5
Journal of financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
5
The journal of asset management
5
Asia-Pacific journal of financial studies
4
CESifo Working Paper
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
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ECONIS (ZBW)
556
RePEc
257
EconStor
74
BASE
9
Other ZBW resources
3
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151
Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
Enilov, Martin
;
Mensi, Walid
;
Stankov, Petar
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014277048
Saved in:
152
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
153
On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
Saved in:
154
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
155
Commodity prices and exchange rates : evidence from commodity-dependent developed and emerging economies
Haider, Saba
;
Nazir, Mian Sajid
;
Jiménez, Alfredo
; …
- In:
International journal of emerging markets
18
(
2023
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10014333446
Saved in:
156
Forecasting crude oil prices in the COVID-19 era : can machine learn better?
Tian, Guangning
;
Peng, Yuchao
;
Meng, Yuhao
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014484413
Saved in:
157
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
Saved in:
158
Out-of-sample
equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
159
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
160
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
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