A generalization of the non-parametric Henriksson-Merton test of market timing (Q1327874): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3206104 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5556138 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: EXTENSION OF THE NEYMAN-PEARSON THEORY OF TESTS TO DISCONTINUOUS VARIATES / rank | |||
Normal rank | |||
Latest revision as of 16:44, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of the non-parametric Henriksson-Merton test of market timing |
scientific article |
Statements
A generalization of the non-parametric Henriksson-Merton test of market timing (English)
0 references
3 July 1994
0 references
Henriksson-Merton test
0 references
market timing
0 references
forecasting
0 references
finance
0 references
