Testing for zero skill in stock picking or market timing (Q6671917)
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scientific article; zbMATH DE number 7975368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for zero skill in stock picking or market timing |
scientific article; zbMATH DE number 7975368 |
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Testing for zero skill in stock picking or market timing (English)
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27 January 2025
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ARMA-GARCH model
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bootstrap
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heteroscedasticity
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hypothesis testing
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weighted inference
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