Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302)
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scientific article; zbMATH DE number 6916913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model complexity and out-of-sample performance: evidence from S\&P 500 index returns |
scientific article; zbMATH DE number 6916913 |
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Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (English)
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13 August 2018
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out-of-sample specification tests
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jump-diffusion models
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Lévy-jump models
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non-affine variance models
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forecasting
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0.7677472829818726
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0.7311224937438965
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0.7249985337257385
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0.7247779369354248
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