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The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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Forecast bias and MSFE encompassing
Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80
Persistent link: https://www.econbiz.de/10010225248
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On the accuracy of estimators based on a binary classifier
Scholtus, Sander; Delden, Arnout van - 2020
Persistent link: https://www.econbiz.de/10012174823
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Impact of audit quality and ownership structure on the bias and accuracy of earnings forecasts issued in IPO prospectuses : evidence from a frontier market
Karim, A. K. M. Waresul; Ahmed, Kamran; Hasan, Tanweer - In: Studies in economics and finance 30 (2013) 4, pp. 288-316
Persistent link: https://www.econbiz.de/10010207374
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Accounting estimation intensity, analyst following, and earnings forecast properties
Boone, Jeffery P.; Khurana, Inder K.; Raman, … - In: Advances in accounting : a research annual 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10014519416
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Biased estimation in a simple extension of a standard error correction model
Müller, Christian - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 37-60
Persistent link: https://www.econbiz.de/10003832165
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325