EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"out‐of‐sample"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 413 Free 364 CC license 12
Type of publication
All
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
more ... less ...
Language
All
English 687 Undetermined 202 Spanish 4 German 3 French 2 Russian 1
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 556 RePEc 257 EconStor 74 BASE 9 Other ZBW resources 3
Showing 61 - 70 of 899
Cover Image
¿Influye la corrupción percibida en el mercado de seguros de crédito en España? Un análisis mediante la herramienta Google Trends
González Fernández, Marcos; Naveira Gallego, Judit - In: Revista de Métodos Cuantitativos para la Economía y … 33 (2022), pp. 169-190
la metodología de regresión y el análisis out-of-sample para comprobar la capacidad predictiva del modelo. Los resultados …
Persistent link: https://www.econbiz.de/10014494493
Saved in:
Cover Image
Imputing monthly values for quarterly time series: An application performed with Swiss business cycle data
Abberger, Klaus; Graff, Michael; Müller, Oliver; … - 2022
This paper documents a comparative application of algorithms to deal with the problem of missing values in higher frequency data sets. We refer to Swiss business tendency survey (BTS) data, in particular the KOF manufacturing surveys, which are conducted in both monthly and quarterly frequency,...
Persistent link: https://www.econbiz.de/10014374386
Saved in:
Cover Image
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
Cover Image
Sentiment shock and housing prices : evidence from Korea
Pyo, Dong-Jin - In: KDI-journal of economic policy 44 (2022) 4, pp. 79-108
an increase in sentiment volatility tends to increase housing price volatility as well. In addition, the out-of-sample …
Persistent link: https://www.econbiz.de/10013486234
Saved in:
Cover Image
Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence
Guidolin, Massimo; Orlov, Alexei G. - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-60
Persistent link: https://www.econbiz.de/10014234554
Saved in:
Cover Image
On the real-time predictive content of financial conditions indices for growth
Amburgey, Aaron; McCracken, Michael W. - 2022
Persistent link: https://www.econbiz.de/10012803492
Saved in:
Cover Image
An empirical analysis of option pricing with short sell bans
Alfeus, Mesias; He, Xin-Jiang; Zhu, Song-Ping - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10013371029
Saved in:
Cover Image
Sparsity and stability for minimum-variance portfolios
Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Risk management : an international journal 24 (2022) 3, pp. 214-235
Persistent link: https://www.econbiz.de/10013387562
Saved in:
Cover Image
Hedging Bitcoin with conventional assets
Nekhili, Ramzi; Sultan, Jahangir - In: Borsa Istanbul Review 22 (2022) 4, pp. 641-652
, wheat, cocoa, cotton, sugar, copper, and lean hog can hedge Bitcoin, and the out-of-sample analysis reveals that the DAX … the variance in the in-sample hedged portfolio, and cotton futures offer the highest out-of-sample utility. Copper futures … are the best for in-sample hedging in a long-term horizon, whereas live cattle futures have the best out-of-sample …
Persistent link: https://www.econbiz.de/10013334846
Saved in:
Cover Image
Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?
Dreher, Sandra; Eichfelder, Sebastian; Noth, Felix - 2022
the International Financial Reporting Standards tax footnotes for listed firms from Germany. Our out-of-sample tests show … than our simple specification in out-of-sample tests. …
Persistent link: https://www.econbiz.de/10013472155
Saved in:
  • First
  • Prev
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...