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  • Search: subject:"predictive ability"
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Year of publication
Subject
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Prognoseverfahren 74 Forecasting model 72 Predictive ability 41 Theorie 35 Theory 34 predictive ability 32 Capital income 23 Kapitaleinkommen 23 Volatility 21 Prognose 19 Volatilität 19 Börsenkurs 18 Forecast 18 Share price 18 Estimation 17 Schätzung 17 Time series analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Statistical test 14 Statistischer Test 14 ARCH model 12 ARCH-Modell 12 Aktienmarkt 11 Stock market 11 Superior predictive ability 11 Conditional predictive ability 10 Portfolio selection 9 Portfolio-Management 9 Cash flow 8 Exchange rate 8 Predictive Ability 7 Stochastischer Prozess 7 superior predictive ability 7 Cash Flow 6 Efficient market hypothesis 6 Effizienzmarkthypothese 6 Stochastic process 6 Stochastic volatility model 6
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Online availability
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Undetermined 84 Free 63 CC license 1
Type of publication
All
Article 114 Book / Working Paper 53
Type of publication (narrower categories)
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Article in journal 76 Aufsatz in Zeitschrift 76 Working Paper 20 Graue Literatur 11 Non-commercial literature 11 Arbeitspapier 10 research-article 3 Article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 114 Undetermined 50 Spanish 2 Italian 1
Author
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Koopman, Siem Jan 8 Rossi, Barbara 8 Jungbacker, Borus 5 Giacomini, Raffaella 4 Hol, Eugenie 4 Inoue, Atsushi 4 Sekhposyan, Tatevik 4 Alfarano, Simone 3 Anghel, Dan Gabriel 3 Dichtl, Hubert 3 Drobetz, Wolfgang 3 Granziera, Eleonora 3 Guender, Alfred V. 3 Jain, Shashi 3 Mesters, Geert 3 Milaković, Mishael 3 Mundt, Philipp 3 Odendahl, Florens 3 Pincheira, Pablo 3 Sarwar, Ghulam 3 Tu, Anthony H. 3 Ahmed, Kamran 2 Borup, Daniel 2 Busetti, Fabio 2 Capistrán, Carlos 2 Chang, Yung-ho 2 Chauvet, Marcelle 2 Chen, Cathy Yi-Hsuan 2 Das, Kuntal K. 2 Degiannakis, Stavros 2 Diks, Cees G. H. 2 Donald, Logan J. 2 Eriksen, Jonas Nygaard 2 Frazier, David T. 2 Galvão, Ana Beatriz 2 Hong, Yongmiao 2 Hubrich, Kirstin 2 Jain, Prayut 2 Jong, Chia-Ching 2 Kanas, Angelos 2
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Institution
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C.E.P.R. Discussion Papers 2 Department of Economics, Boston College 2 Duke University, Department of Economics 2 Tinbergen Instituut 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banca d'Italia 1 Banco de México 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 1 East Asian Bureau of Economic Research (EABER) 1 Econometric Society 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 European Central Bank 1 Federal Reserve Bank of Philadelphia 1 Institute of Public Policy and Public Choice - POLIS 1 Reserve Bank of Australia 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1
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Published in...
All
Journal of forecasting 4 Discussion paper / Tinbergen Institute 3 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 3 Finance research letters 3 International Journal of Forecasting 3 International journal of forecasting 3 International review of economics & finance : IREF 3 Tinbergen Institute Discussion Paper 3 Tinbergen Institute Discussion Papers 3 Accounting Research Journal 2 Boston College Working Papers in Economics 2 CEPR Discussion Papers 2 Empirical Economics 2 Energy economics 2 International journal of critical accounting : IJCA 2 International review of financial analysis 2 Journal of economic dynamics & control 2 Journal of the Japanese and International Economies 2 MPRA Paper 2 Quantile 2 Research in accounting regulation 2 SFB 649 Discussion Paper 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working Papers / Duke University, Department of Economics 2 Accounting perspectives : a journal of The Canadian Academic Accounting Association 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied economics letters 1 Applied mathematical finance 1 BERG Working Paper Series 1 BERG working paper series 1 BSE working paper : working papers 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE Discussion Papers 1 CREATES research paper 1 Cahiers de recherche 1 Central Bank review / Central Bank of the Republic of Turkey 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Computing in Economics and Finance 2004 1 Czech Journal of Economics and Finance (Finance a uver) 1
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Source
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ECONIS (ZBW) 88 RePEc 63 EconStor 12 Other ZBW resources 3 BASE 1
Showing 11 - 20 of 167
Cover Image
Are earnings better than cash flows at predicting future cash flows? : evidence from apples-to-apples comparisons
Casey, Ryan J.; Ruch, George W. - In: Review of accounting studies 29 (2024) 4, pp. 3218-3257
Persistent link: https://www.econbiz.de/10015133826
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A consumer demands-resources model of engagement : theoretical and managerial contributions from a cross-validated predictive ability test procedure
Capeau, Fanny; Valette-Florence, Pierre; Cova, Véronique - In: Journal of business research : JBR 177 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014551492
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Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay; Jain, Shashi - In: Finance research letters 64 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
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Predicting bond return predictability
Borup, Daniel; Eriksen, Jonas Nygaard; Kjær, Mads Markvart - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
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Management forecasting ability and predictive ability of dividend changes for future earnings
Chang, Hsihui; Ishida, Souhei; Kochiyama, Takuma - In: Journal of accounting, auditing & finance : JAAF 39 (2024) 1, pp. 304-331
Persistent link: https://www.econbiz.de/10014584603
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Evaluating forecast performance with state dependence
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - 2021
Persistent link: https://www.econbiz.de/10012805984
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Evaluating forecast performance with state dependence
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - 2021 - Revised: October 2021
Persistent link: https://www.econbiz.de/10012872790
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Debt finance and economic activity in the euro-area : evidence on asymmetric and maturity effects
Das, Kuntal K.; Donald, Logan J.; Guender, Alfred V. - In: International review of economics & finance : IREF 85 (2023), pp. 448-472
Persistent link: https://www.econbiz.de/10014428054
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The ability of U.S. macroeconomic variables to predict Asian financial market returns
Tzeng, Kae-Yih - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3529-3551
Persistent link: https://www.econbiz.de/10014429140
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Predictive ability of operating cash flow and earnings on future cash flow of NSE-listed firms
Mulenga, Mwila J.; Bhatia, Meena - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 6, pp. 693-713
Persistent link: https://www.econbiz.de/10014434329
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