Factor-adjusted multiple testing of correlations (Q1796926)
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scientific article; zbMATH DE number 6957702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor-adjusted multiple testing of correlations |
scientific article; zbMATH DE number 6957702 |
Statements
Factor-adjusted multiple testing of correlations (English)
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17 October 2018
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factor-adjusted correlation learning
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false discovery rate
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pairs trading
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model selection consistency
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0.9162647
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0.89503133
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0.88481575
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0.8833493
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0.8798233
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0.8769971
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0.8751886
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0.87404525
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