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Qualitative Forecast Evaluation: A Comparison of Two Performance Measures
5 references·6 citing·44 second hop
Qualitative Forecast Evaluation: A Comparison of Two Performance Measures (1992)Qualitative Forecast Evaluation: A Compar…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…Cointegration and stock prices (1988)Cointegration and stock pricesTesting for market timing ability (1987)Testing for market timing abi…Predicting the Turning Points of Business and Economic Time Series (1987)Predicting the Turning Points…Forecasting livestock prices with individual and composite methods (1981)Forecasting livestock prices …Machine learning predictions of China commodity price indices (2025)Machine learning predictions …Steel price index forecasts through machine learning for northwest China (2024)Steel price index forecasts t…The Economics of Supranational Bank Supervision (2022)The Economics of Supranationa…When managers bypass shareholder approval of board appointments: Evidence from the private security market (2007)When managers bypass sharehol…USDA Livestock Price Forecasts: A Comprehensive Evaluation (2003)USDA Livestock Price Forecast…Running up the bid (2003)Running up the bidCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)How Big Is the Random Walk in GNP? (1988)A system of stock prices in world stock exchanges: Common stochastic trends for 1975–1990 (1991)State space modeling of multiple time series (1991)Mean–variance portfolio selection of cointegrated assets (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A hybrid SARIMA and support vector machines in forecasting the production values of the machinery industry in Taiwan (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)Mutual fund flows and investor returns: An empirical examination of fund investor timing ability (2007)The Combination of Forecasts (1969)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Statistical efficiency in the linear combination of forecasts (1985)Forecasting Economic Time Series (2000)Forecasts of wholesale food price indices through Gaussian process regressions (2025)Predictive Modeling of Peanut Oil Prices Utilizing a Gaussian Process Regression-Based Machine Learning Framework (2025)Techniques of Forecasting Using Vector Autoregressions (1979)Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output (1989)A probability model of the coincident economic indicators (1991)Macroeconomic forecast evaluation techniques (1991)Forecasting IT security vulnerabilities – An empirical analysis (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Role of Market Forces in Assuring Contractual Performance (1981)An Auctioning Reputation System Based on Anomaly Detection (2005)Model checking bidding behaviors in internet concurrent auctions (2007)REASONING UNDER UNCERTAINTY FOR SHILL DETECTION IN ONLINE AUCTIONS USING DEMPSTER–SHAFER THEORY (2010)Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets (2010)Safety First and the Holding of Assets (1952)Bank governance, regulation and risk taking (2008)The Economic Consequences of Legal Origins (2008)A test for independence based on the correlation dimension (1996)Chapter 4 Forecast Combinations (2006)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Price predictions of scrap steel for north China via machine learning (2025)Comparing Predictive Accuracy (2002)
this work references cited by second hop

References

  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1987Testing for market timing ability234 cited
  • 1981Forecasting livestock prices with individual and composite methods103 cited
  • 1988Cointegration and stock prices94 cited
  • 1987Predicting the Turning Points of Business and Economic Time Series84 cited

Cited by

  • 2003Running up the bid48 cited
  • 2025Machine learning predictions of China commodity price indices41 cited
  • 2024Steel price index forecasts through machine learning for northwest China39 cited
  • 2003USDA Livestock Price Forecasts: A Comprehensive Evaluation39 cited
  • 2022The Economics of Supranational Bank Supervision26 cited
  • 2007When managers bypass shareholder approval of board appointments: Evidence from the private security market20 cited

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