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  • Search: subject:"out‐of‐sample"
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Year of publication
Subject
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Prognoseverfahren 474 Forecasting model 462 Theorie 282 Theory 274 Forecast 198 Prognose 196 Capital income 169 Kapitaleinkommen 169 Schätzung 151 Estimation 148 Zeitreihenanalyse 108 Time series analysis 105 Portfolio selection 99 Portfolio-Management 99 Volatility 95 Volatilität 95 Börsenkurs 68 Out-of-sample forecasts 68 Share price 68 out-of-sample forecasting 64 Out-of-sample forecasting 60 Risikoprämie 59 Risk premium 59 ARCH-Modell 55 ARCH model 54 Aktienmarkt 54 Stock market 54 Exchange rate 53 Wechselkurs 53 out-of-sample 47 Welt 46 World 46 Estimation theory 44 Out-of-sample forecast 44 Schätztheorie 44 Regression analysis 43 Regressionsanalyse 43 Frühindikator 38 Leading indicator 38 out-of-sample forecasts 38
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Online availability
All
Undetermined 413 Free 363 CC license 12
Type of publication
All
Article 577 Book / Working Paper 315 Other 6
Type of publication (narrower categories)
All
Article in journal 447 Aufsatz in Zeitschrift 447 Working Paper 154 Arbeitspapier 99 Graue Literatur 95 Non-commercial literature 95 Article 17 Aufsatz im Buch 5 Book section 5 research-article 3 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1 Preprint 1
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Language
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English 686 Undetermined 202 Spanish 4 German 3 French 2 Russian 1
Author
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Kim, Hyeongwoo 42 Gupta, Rangan 24 Österholm, Pär 24 McCracken, Michael W. 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 Kahanec, Martin 6 Liu, Li 6 Ma, Feng 6 Modise, Mampho P. 6 Son, Jisoo 6
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Institution
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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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Published in...
All
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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Source
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ECONIS (ZBW) 555 RePEc 257 EconStor 74 BASE 9 Other ZBW resources 3
Showing 21 - 30 of 898
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What charge‐off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo; Son, Jisoo - 2024
Persistent link: https://www.econbiz.de/10014514177
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Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate
Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2024
Persistent link: https://www.econbiz.de/10014514179
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What charge-off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo; Son, Jisoo - In: Journal of financial stability 74 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015083505
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The equally weighted portfolio still remains a challenging benchmark
Gelmini, Matteo; Uberti, Pierpaolo - In: International economics : the quarterly journal in … 179 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015101599
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Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
Tzeng, Kae-Yih; Su, Yi Kai - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015133663
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Testing out-of-sample portfolio performance using second-order stochastic dominance constrained optimization approach
Xu, Peng - 2024
Persistent link: https://www.econbiz.de/10015147913
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Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?
Dreher, Sandra; Eichfelder, Sebastian; Noth, Felix - In: Journal of Business Economics 94 (2023) 1, pp. 1-39
International Financial Reporting Standards tax footnotes for listed firms from Germany. Our out-of-sample tests show that …
Persistent link: https://www.econbiz.de/10015193588
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Market participants or the random walk: Who forecasts better? Evidence from micro-level survey data
Kiss, Tamás; Kladivko, Kamil; Silfverberg, Oliwer; … - 2023
We analyse micro-level data concerning four financial variables in Sveriges Riksbank's Prospera Survey to evaluate the accuracy of forecasts provided by professionals active in the Swedish fixed-income market. Our results indicate that for the SEK/EUR and SEK/USD exchange rates, and the...
Persistent link: https://www.econbiz.de/10014331155
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Does money growth predict inflation? Evidence from vector autoregressions using four centuries of data
Edvinsson, Rodney; Karlsson, Sune; Österholm, Pär - 2023
reflected in our out-of-sample analysis, as it does not translate into a corresponding improvement in forecast accuracy. …
Persistent link: https://www.econbiz.de/10014331156
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The fundamental properties, stability and predictive power of distributional preferences
Fehr, Ernst; Epper, Thomas; Senn, Julien - 2023
independently emerge in four different data sets and are strikingly stable over time. They predict out-of-sample behavior equally …
Persistent link: https://www.econbiz.de/10014417651
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