Similar Search Results - EconBiz

On the recoverability of forecasters' preferences

Lieil, Robert P.; Stinchcombe, Maxwell B. - In: Econometric theory 29 (2013) 3, pp. 517-544

Persistent link: https://www.econbiz.de/10009778519

Unrestricted and controlled identification of loss functions : possibility and impossibility results

Lieli, Robert P.; Stinchcombe, Maxwell B.; Grolmusz, … - In: International journal of forecasting 35 (2019) 3, pp. 878-890

Persistent link: https://www.econbiz.de/10012305187

Approximate nonlinear forecasting methods

White, Halbert - 2006

Persistent link: https://www.econbiz.de/10003338436

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Haefke, … - 2007

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...

Persistent link: https://www.econbiz.de/10010293996

Artificial neural networks : an econometric perspective

Kuan, Chung-ming; White, Halbert - 1992

Persistent link: https://www.econbiz.de/10000841561

Economic prediction using neural networks : the case of IBM daily stock returns

White, Halbert - 1988

Persistent link: https://www.econbiz.de/10000806914

Forecast precision and portfolio performance

Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 265-304

Persistent link: https://www.econbiz.de/10003997367

Tests of conditional predictive ability

Giacomini, Raffaella; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1545-1578

Persistent link: https://www.econbiz.de/10003392308

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2007

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...

Persistent link: https://www.econbiz.de/10009735358

Active portfolio management : the power of the Treynor-Black model

Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Progress in financial markets research, (pp. 311-332). 2012

Persistent link: https://www.econbiz.de/10009678540

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