A new semiparametric test for superior predictive ability
Year of publication: |
2015
|
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Authors: | Cai, Zongwu ; Jiang, Jiancheng ; Zhang, Jingshuang ; Zhang, Xibin |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 1, p. 389-405
|
Subject: | Data snooping | Generalized likelihood ratio | Reality check | Technical trading rules | Variance matrix estimation | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Finanzanalyse | Financial analysis |
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