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Die Kombination von Prognosen unter Berücksichtigung statistischer Bewertungskriterien
Wenzel, Thomas - 2001
Persistent link: https://www.econbiz.de/10001563524
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Technical analysis in financial markets
Griffioen, Gerwin Alfred Wilhelm - 2003
Persistent link: https://www.econbiz.de/10001747436
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Testing forecast accuracy
Mariano, Roberto S. - In: A companion to economic forecasting, (pp. 284-298). 2002
Persistent link: https://www.econbiz.de/10001893145
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Relationship of forecast encompassing to composite forecasts with simulations and an application
Liang, Kuo-yuan; Ryu, Keunkwan - In: Seoul journal of economics 16 (2003) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10002791127
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Backtesting Value-at-Risk Using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F. - 2011
Patton and Timmermann (2011, 'Forecast Rationality Tests Based on Multi-Horizon Bounds', Journal of Business & Economic … Statistics, forthcoming) propose a set of useful tests for forecast rationality or optimality under squared error loss, including …
Persistent link: https://www.econbiz.de/10013120348
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Testing for the usefulness of forecasts
Lin, Eric S.; Chou, Ping-hung; Chou, Ta-sheng - In: Journal of forecasting 30 (2011) 5, pp. 469-489
Persistent link: https://www.econbiz.de/10009354719
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Tests of Equal Forecast Accuracy for Overlapping Models
Clark, Todd E.; McCracken, Michael W. - 2011
This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models …
Persistent link: https://www.econbiz.de/10009310965
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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Backtesting value-at-risk using forecasts for multiple horizons, a comment on the forecast rationality tests of A. J. Patton A. Timmermann
Hoogerheide, Lennart F.; Ravazzolo, Francesco; Dijk, … - 2011
Persistent link: https://www.econbiz.de/10009720750
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Forecasting exchange rates out-of-sample with panel methods and real-time data
Ince, Onur - In: Journal of international money and finance 43 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010372648