Similar Search Results - EconBiz

Can output-of-sample forecast comparisons help prevent overfitting?

Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139

Persistent link: https://www.econbiz.de/10001980723

Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1999

Persistent link: https://www.econbiz.de/10001426216

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...

Persistent link: https://www.econbiz.de/10001656178

Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange

Dematos, Giovani (contributor) - In: Financial engineering and the Japanese markets 3 (1996) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10001204473

Forecasting annual and harvest pecan prices

Wu, Xi-ling - In: Journal of economics and finance 17 (1993) 2, pp. 131-138

Persistent link: https://www.econbiz.de/10001155295

Forecasting data in litigation utilizing correlation, ARIMA and curve estimation

Jackson, Daniel L.; Cable, Sandra - In: Journal of legal economics 12 (2002) 1, pp. 39-51

Persistent link: https://www.econbiz.de/10002020056

Can out-of-sample forecast comparisons help prevent overfitting?

Clark, Todd E. - 2000

Persistent link: https://www.econbiz.de/10001554626

An empirical measure of the real rate of interest

Darin, Robert M. - In: Economic quarterly 81 (1995) 1, pp. 17-47

Persistent link: https://www.econbiz.de/10001178099

Using spatial contiguity as Bayesian prior information in regional forecasting models

Lesage, James P. - In: International regional science review 18 (1995) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10001214264

Markov switching in GARCH processes and mean-reverting stock-market volatility

Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34

Persistent link: https://www.econbiz.de/10001214324

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