Testing for zero skill in stock picking or market timing

DOI10.5705/ss.202022.0416MaRDI QIDQ6671917

Unnamed Author, Liang Peng, Zhongling Qin, Qingsong Shan

Publication date: 27 January 2025

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

bootstraphypothesis testingheteroscedasticityARMA-GARCH modelweighted inference

Mathematics Subject Classification ID

Statistics (62-XX)

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