Inferring Predictive Accuracy in Nested Predictive Regressions Robust Against Parameter Instability(R package)
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Nov 18, 2023 - R
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predictive-regression
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CDS spread predictive modeling via idiosyncratic equity returns: A comparison of rolling and exponential filters.
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Mar 12, 2026 - Jupyter Notebook
用 10 个不属于估值类的宏观/资金面/交易面变量预测沪深300月度超额收益率：样本内、样本外、交叉验证、多重检验、横截面与回测 · 可复现的实证小项目
python time-series jupyter-notebook stock-market econometrics china backtesting financial-econometrics akshare out-of-sample predictive-regression
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Oct 26, 2026 - Jupyter Notebook
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