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  • Search: subject:"out-of-sample test"
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Year of publication
Subject
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out-of-sample test 8 Out-of-sample test 7 Forecasting model 6 Prognoseverfahren 6 Theorie 6 Theory 6 Capital income 4 Estimation 4 Kapitaleinkommen 4 Portfolio selection 4 Portfolio-Management 4 Schätzung 4 Volatility 4 Volatilität 4 Forecast 3 Prognose 3 USA 3 United States 3 ARCH model 2 ARCH-Modell 2 Bias 2 Börsenkurs 2 CAPM 2 Exchange rate forecasting 2 Out-of-sample test Statistics 2 Published anomalies 2 Real-time data 2 Risikoprämie 2 Risk premium 2 Share price 2 Statistical test 2 Statistischer Test 2 Systematischer Fehler 2 Taylor rules 2 asset-pricing anomalies 2 data-snooping bias 2 1-day candlesticks 1 Aktienmarkt 1 Anleihe 1 Ansteckungseffekt 1
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Online availability
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Undetermined 13 Free 2
Type of publication
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Article 15 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12
Language
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English 12 Undetermined 5
Author
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Huang, Jing-Zhi 2 Huang, Zhijian 2 Ince, Onur 2 Tzeng, Kae-Yih 2 Alcaraz V., Gabriela 1 Eom, Cheoljun 1 Feng, Jiabao 1 Gao, Meng 1 Han, Liyan 1 Houssou, Nazaire 1 Johannsen, Julia 1 Kam Fong Chan 1 Kilic, Mete 1 Lettau, Martin 1 Liu, Wenbin 1 Loomis, John 1 Lu, Tsung-Hsun 1 Pan, Zheyao 1 Park, Jong Won 1 Schwarze, Stefan 1 Shiu, Yung-Ming 1 Shrestha, Ram 1 Su, Yi Kai 1 Tao, Hong 1 Wang, Pu 1 Wang, Rui 1 White, Laura 1 Xiao, Helu 1 Yae, James 1 Yang, Louis 1 Yin, Libo 1 Zeller, Manfred 1 Zhang, Miao Ben 1 Zhou, Zhongbao 1 van Nieuwerburgh, Stijn 1
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Institution
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C.E.P.R. Discussion Papers 1 European Association of Agricultural Economists - EAAE 1
Published in...
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106th Seminar, October 25-27, 2007, Montpellier, France 1 Applied economics 1 Applied economics letters 1 CEPR Discussion Papers 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Environmental & Resource Economics 1 International journal of forecasting 1 International review of economics & finance : IREF 1 Journal of International Money and Finance 1 Journal of financial economics 1 Journal of international money and finance 1 Omega : the international journal of management science 1 Pacific-Basin finance journal 1 Quarterly Journal of Finance (QJF) 1 The North American journal of economics and finance : a journal of financial economics studies 1 The North American journal of economics and finance : a journal of theory and practice 1 The quarterly journal of finance 1
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Source
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ECONIS (ZBW) 12 RePEc 5
Showing 1 - 10 of 17
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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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Unintended look-ahead bias in out-of-sample forecasting
Yae, James - In: Applied economics letters 31 (2024) 10, pp. 953-957
Persistent link: https://www.econbiz.de/10014557921
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Forecasting volatilities of Asian markets using U.S. macroeconomic variables
Tzeng, Kae-Yih - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 3, pp. 676-687
Persistent link: https://www.econbiz.de/10013548092
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The cross-section of investment and profitability : implications for asset pricing
Kilic, Mete; Yang, Louis; Zhang, Miao Ben - In: Journal of financial economics 145 (2022) 3, pp. 706-724
Persistent link: https://www.econbiz.de/10013475434
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Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources
Zhou, Zhongbao; Gao, Meng; Xiao, Helu; Wang, Rui; Liu, … - In: Omega : the international journal of management science 104 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012648558
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Systemic risk in international stock markets : role of the oil market
Yin, Libo; Feng, Jiabao; Han, Liyan - In: International review of economics & finance : IREF 71 (2021), pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
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Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
Eom, Cheoljun; Park, Jong Won - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012659131
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A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
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Can 1-day candlestick patterns be profitable on the 30 component stocks of the DJIA?
Lu, Tsung-Hsun; Shiu, Yung-Ming - In: Applied economics 48 (2016) 34/36, pp. 3345-3354
Persistent link: https://www.econbiz.de/10011617242
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Weather station selection for electric load forecasting
Tao, Hong; Wang, Pu; White, Laura - In: International journal of forecasting 31 (2015) 2, pp. 286-295
Persistent link: https://www.econbiz.de/10011474054
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