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Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
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A bootstrap test for predictability of asset returns
Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
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A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth; Chen, Fang - In: Finance research letters 25 (2018), pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
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On the uncertainty of art market returns
Charlin, Ventura; Cifuentes, Arturo - In: Finance research letters 21 (2017), pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
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Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
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Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.; Delle Monache, Davide - In: Journal of economic dynamics & control 33 (2009) 2, pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
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Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
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Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus; Koopman, Siem Jan; Wel, Michel van der - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
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The yield curve and the macro-economy across time and frequencies
Aguiar-Conraria, Luís; Martins, Manuel Mota Freitas; … - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1950-1970
Persistent link: https://www.econbiz.de/10009701904
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Detecting structural changes using wavelets
Yazgan, Mustafa Ege; Özkan, Harun - In: Finance research letters 12 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011551751