New testing approaches for mean-variance predictability (Q2658802): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: nag / rank
 
Normal rank

Revision as of 00:23, 1 March 2024

scientific article
Language Label Description Also known as
English
New testing approaches for mean-variance predictability
scientific article

    Statements

    New testing approaches for mean-variance predictability (English)
    0 references
    0 references
    0 references
    24 March 2021
    0 references
    financial forecasting
    0 references
    moment tests
    0 references
    misspecification
    0 references
    robustness
    0 references
    volatility
    0 references

    Identifiers