Is that factor just lucky? : Australian evidence
Year of publication: |
2019
|
---|---|
Authors: | Hoang, Khoa ; Cannavan, Damien ; Gaunt, Clive ; Huang, Ronghong |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 57.2019, p. 1-19
|
Subject: | Bootstrap | Data-mining | Factor models | Multiple hypothesis testing | Australien | Australia | Bootstrap-Verfahren | Bootstrap approach | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test |
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