Factor-adjusted multiple testing of correlations (Q1796926): Difference between revisions

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Property / author: Ping-Shou Zhong / rank
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Property / full work available at URL: https://doi.org/10.1016/j.csda.2018.06.001 / rank
 
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Latest revision as of 22:44, 16 July 2024

scientific article
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Factor-adjusted multiple testing of correlations
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    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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