Pages that link to "Item:Q4687591"
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The following pages link to Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (Q4687591):
Displaying 3 items.
- Robust trading rule selection and forecasting accuracy (Q741892) (← links)
- Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling (Q782645) (← links)
- No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (Q2158695) (← links)