Back-testing: A bootstrap back-test - The author proposes using a bootstrapping mechanism to construct a sample of null hypothesis probabilities that can then be used as a back-testing input.
Year of publication: |
2002
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Authors: | Dowd, Kevin |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 15.2002, 10, p. 93-94
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Saved in:
Saved in favorites
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