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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
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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...
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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) 555 RePEc 257 EconStor 74 BASE 9 Other ZBW resources 3
Showing 1 - 10 of 898
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Forecasting the daily exchange rate of the UK pound sterling against the US dollar
Darvas, Zsolt M.; Schepp, Zoltán - In: Finance research letters 71 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015197874
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On GARCH and autoregressive stochastic volatility approaches for market calibration and option pricing
Pang, Tao; Zhao, Yang - In: Risks : open access journal 13 (2025) 2, pp. 1-24
-sample and outof-sample performance under the physical measure. Under the risk-neutral measure, we explore the in-sample and out-of-sample … volatility, are not robust for out-of-sample option price predictions. …
Persistent link: https://www.econbiz.de/10015334547
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Asymmetric roles of macroeconomic variables in the real exchange rate : insights from U.S.-Korea data
Behera, Sarthak; Kim, Hyeongwoo; Kim, Soohyon - 2025
Persistent link: https://www.econbiz.de/10015340148
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Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong; Li, Shuaibing; Zhou, Mingtao - 2025
Persistent link: https://www.econbiz.de/10015337993
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Factors of predictive power for metal commodities
Papenfuß, Patric; Schischke, Amelie; Rathgeber, Andreas W. - 2025
Persistent link: https://www.econbiz.de/10015371773
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Testing for a forecast accuracy breakdown under long memory
Kreye, Tom Jannik; Sibbertsen, Philipp - 2024
We propose a test to detect a forecast accuracy breakdown in a long memory time series and provide theoretical and simulation evidence on the memory transfer from the time series to the forecast residuals. The proposed method uses a double sup-Wald test against the alternative of a structural...
Persistent link: https://www.econbiz.de/10015166043
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Multibenchmark reality checks
Arbués, Ignacio; Matilla-García, Mariano - In: Economic modelling 140 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015190487
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Inflation hedging via tracking portfolios in the BRICS markets
Meshram, Vedprakash; Lalwani, Vaibhav - In: Cogent economics & finance 12 (2024) 1, pp. 1-16
. This research contributes to the literature by demonstrating out-of-sample performance of tracking portfolios and their …
Persistent link: https://www.econbiz.de/10015192402
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Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
Mekelburg, Erik; Strauss, Jack - In: Journal of empirical finance 79 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015179520
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Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.; Knipp, Charles; Szerszeń, … - 2024
Persistent link: https://www.econbiz.de/10015271311
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