New testing approaches for mean-variance predictability (Q2658802)

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New testing approaches for mean-variance predictability
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    title
    New testing approaches for mean-variance predictability (English)
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    author
    Gabriele Fiorentini
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    Enrique Sentana
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    publication date
    24 March 2021
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    Mathematics Subject Classification ID
    62P05
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    62F03
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    62M10
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    zbMATH DE Number
    7327207
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    zbMATH Keywords
    financial forecasting
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    moment tests
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    misspecification
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    robustness
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    volatility
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