Shrinkage-based tests of predictability (Q4687326)
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scientific article; zbMATH DE number 6951839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Shrinkage-based tests of predictability |
scientific article; zbMATH DE number 6951839 |
Statements
Shrinkage‐Based Tests of Predictability (English)
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11 October 2018
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forecast evaluation
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martingale difference
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exchange rate
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mean squared prediction error
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shrinkage
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random walk
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0.7648255825042725
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0.7639656662940979
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0.7608107924461365
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0.7536406517028809
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0.7528418302536011
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