A generalization of the non-parametric Henriksson-Merton test of market timing
From MaRDI portal
Publication:1327874
DOI10.1016/0165-1765(93)00284-UzbMath0799.90033MaRDI QIDQ1327874
Allan G. Timmermann, M. Hashem Pesaran
Publication date: 3 July 1994
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (5)
A measure of output gap for Italy through structural time series models ⋮ Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation ⋮ Detecting Intraday Periodicities with Application to High Frequency Exchange Rates ⋮ A recommender system for active stock selection ⋮ Tests for independence between categorical variables
Uses Software
Cites Work
This page was built for publication: A generalization of the non-parametric Henriksson-Merton test of market timing
