Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 4, p. 347, doi. 10.1002/for.2380
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2016 AND VI 35 AND IP 4
Results: 5
1
2
Combination of Forecasts across Estimation Windows: An Application to Air Travel Demand.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 4, p. 373, doi. 10.1002/for.2400
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- Publication type:
- Article
3
Backtesting Aggregate Risk.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 4, p. 285, doi. 10.1002/for.2376
- By:
- Publication type:
- Article
4
Forecasting Elections.
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 4, p. 308, doi. 10.1002/for.2377
- By:
- Publication type:
- Article
5
Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
- Published in:
- Journal of Forecasting, 2016, v. 35, n. 4, p. 329, doi. 10.1002/for.2378
- By:
- Publication type:
- Article