Joint Econometrics-Finance Lunch Seminar: Ye Zeng, Aarhus University and CREATES

Title: On the effect of sample split on pseudo out-of-sample forecast comparison

2018.09.03 | Bodil Krog

Date Tue 18 Sep
Time 12:05 12:35
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115

Presenter: Ye Zeng, Aarhus University and CREATES

Title: On the effect of sample split on pseudo out-of-sample forecast comparison

The 'Accounting and Finance' and 'Econometrics and Business Statistics' Sections arrange lunch seminars on a regular basis. The speakers are usually section members, mostly PhD students and postdocs. The speakers can also be visiting PhD students or professors. Each lunch seminar is followed by a discussion of the paper presented.

Organizer: Niels Strange Grønborg

Joint Econometrics-Finance Lunch Seminars
14304 / i32