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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper"
~subject:"Bootstrap"
~subject:"Forecasting model"
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Bootstrap
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7
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Bootstrapping out-of-sample predictability tests with real-time data
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Yao, Yongxu
-
2023
Persistent link: https://www.econbiz.de/10014456879
Saved in:
2
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
3
Testing a parametric transformation model versus a nonparametric alternative
Szydłowski, Arkadiusz
-
2017
Persistent link: https://www.econbiz.de/10011745142
Saved in:
4
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.
;
Karapandža, Raša
- In:
Journal of banking & finance
84
(
2017
),
pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
Saved in:
5
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Saved in:
6
Does the forward premium puzzle disappear over the horizon?
Snaith, Stuart
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3681-3693
Persistent link: https://www.econbiz.de/10010126302
Saved in:
7
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
8
On portfolio optimization : imposing the right constraints
Behr, Patrick
;
Guettler, Andre
;
Miebs, Felix
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1232-1242
Persistent link: https://www.econbiz.de/10009719796
Saved in:
9
Financial freedom and bank efficiency : evidence from the European Union
Chortareas, Georgios E.
;
Girardone, Claudia
;
Ventouri, …
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1223-1231
Persistent link: https://www.econbiz.de/10009719797
Saved in:
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