Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach (Q4687591)
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scientific article; zbMATH DE number 6952585
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| English | Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach |
scientific article; zbMATH DE number 6952585 |
Statements
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (English)
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12 October 2018
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bootstrap.632
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parameter uncertainty
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0.7910374999046326
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0.7276222109794617
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0.7272329330444336
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0.7075163125991821
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0.6997597217559814
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