Pages that link to "Item:Q5952033"
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The following pages link to Dangers of data mining: The case of calendar effects in stock returns (Q5952033):
Displayed 9 items.
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- Achievements and challenges in econometric methodology (Q1841080) (← links)
- A coupled component DCS-EGARCH model for intraday and overnight volatility (Q2190218) (← links)
- Analysis of cyclical behavior in time series of stock market returns (Q2204786) (← links)
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES (Q3632384) (← links)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
- Nonparametric predictive inference for stock returns (Q5138622) (← links)
- REAL-TIME ECONOMETRICS (Q5697632) (← links)
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (Q5697635) (← links)