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Search: subject:"Out-of-sample predictability"
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Forecasting model
24
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24
Out-of-sample predictability
17
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11
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out-of-sample predictability
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ECONIS (ZBW)
24
RePEc
3
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1
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27
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1
Dynamic allocations for currency investment strategies
Nakagawa, Kei
;
Sakemoto, Ryuta
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1207-1228
Persistent link: https://www.econbiz.de/10014322998
Saved in:
2
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
3
Foreign currency forecasting: what can stock and bond markets tell us?
Phylaktis, Kate
;
Yamani, Ehab
-
2022
Persistent link: https://www.econbiz.de/10013188187
Saved in:
4
Out-of-sample
predictability
of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
5
Korean exchange rate forecasts using Bayesian variable selection
Kim, Young Min
;
Lee, Seojin
- In:
Asia-Pacific journal of accounting & economics : …
29
(
2022
)
4
,
pp. 1045-1062
Persistent link: https://www.econbiz.de/10013329612
Saved in:
6
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
7
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
8
Exchange rate forecasting using economic models and technical trading rules
Zarrabi, Nima
;
Snaith, Stuart
;
Coakley, Jerry
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 997-1018
Persistent link: https://www.econbiz.de/10013373357
Saved in:
9
An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
Nonejad, Nima
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553686
Saved in:
10
Out-of-sample
predictability
of the South African equity risk premium distribution : a quantile regression approach
Chawana, Munyaradzi
;
Botha, Ilse
;
Stander, Yolanda S.
- In:
African finance journal
24
(
2022
)
2
,
pp. 51-65
Persistent link: https://www.econbiz.de/10014637212
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