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  • Search: subject:"out‐of‐sample"
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Year of publication
Subject
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Prognoseverfahren 475 Forecasting model 463 Theorie 282 Theory 274 Forecast 199 Prognose 197 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
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Undetermined 413 Free 364 CC license 12
Type of publication
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Article 578 Book / Working Paper 315 Other 6
Type of publication (narrower categories)
All
Article in journal 448 Aufsatz in Zeitschrift 448 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 687 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...
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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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Source
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ECONIS (ZBW) 556 RePEc 257 EconStor 74 BASE 9 Other ZBW resources 3
Showing 511 - 520 of 899
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Flow of conjunctural information and forecast of euro area economic activity
Drechsel, Katja; Maurin, Laurent - In: Journal of Forecasting 30 (2011) 3, pp. 336-354
Combining forecasts, we analyse the role of information flow in computing short-term forecasts up to one quarter ahead for the euro area GDP and its main components. A dataset of 114 monthly indicators is set up and simple bridge equations are estimated. The individual forecasts are then pooled,...
Persistent link: https://www.econbiz.de/10009002323
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Forecasting the Equity Risk Premium: The Role of Technical Indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - School of Economics, Singapore Management University - 2011
statistically and economically significant out-of-sample forecasting power and can be as useful as macroeconomic variables. Out-of-sample … information from both technical indicators and macroeconomic variables substantially increases the out-of-sample gains relative to …
Persistent link: https://www.econbiz.de/10010704591
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Further Out-of-Sample Tests of Simple Technical Trading Rules
Ulku, Numan - In: Istanbul Stock Exchange Review 11 (2011) 41, pp. 25-44
DJIA data to see if their profitability survives out-of-sample and is robust to publicity and presence of an index futures …
Persistent link: https://www.econbiz.de/10010756134
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Multi-period credit default prediction with time-varying covariates.
Orth, Walter - Volkswirtschaftliche Fakultät, … - 2011
public firms, we show that the proposed models deliver high out-of-sample predictive accuracy. …
Persistent link: https://www.econbiz.de/10009004143
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - Seminar für Wirtschafts- und Sozialstatistik, … - 2011
public firms, we show that the proposed models deliver high out-of-sample predictive accuracy. …
Persistent link: https://www.econbiz.de/10009019649
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Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis
Fantazzini, Dean - In: Economics Bulletin 31 (2011) 4, pp. 3259-3267
The ex-ante forecast of the SP500 index discussed in Fantazzini (2010a), covering the time sample 14/04/2009 - 09/10/2010, and originally submitted to the Economics Bulletin on the 15/05/2009 is analyzed. It is found that the realized values of the SP500 index trailed the forecasted values quite...
Persistent link: https://www.econbiz.de/10011278827
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Efficient Estimation of Copula Mixture Model: An Application to the Rating of Crop Revenue Insurance
Ghosh, Somali; Woodard, Joshua D.; Vedenov, Dmitry V. - Agricultural and Applied Economics Association - AAEA - 2011
The association between prices and yields are of paramount importance to the crop insurance programs. Proper estimation of the association is highly desirable. Copulas are one such method to measure the dependence structure. Five single parametric copulas, a non- parametric copula and their...
Persistent link: https://www.econbiz.de/10009020924
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The ENSO Impact on Predicting World Cocoa Prices
Ubilava, David; Helmers, Claes Gustav - Agricultural and Applied Economics Association - AAEA - 2011
linear models in terms of out-of-sample forecasting accuracy. Furthermore, the results of this study indicate evidence of …
Persistent link: https://www.econbiz.de/10009020955
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Tests of Equal Forecast Accuracy for Overlapping Models
Clark, Todd E.; McCracken, Michael W. - 2011
an out-of-sample version of the two-step testing procedure recommended by Vuong but also show that an exact one …
Persistent link: https://www.econbiz.de/10009310965
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - 2011
subset of variables common to the larger sets of variables included in the competing forecasting models. We consider an out-of-sample …
Persistent link: https://www.econbiz.de/10009296625
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