A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck
DOI10.1142/9789811202391_0055zbMath1454.91236OpenAlexW4249680029MaRDI QIDQ5139472
Publication date: 9 December 2020
Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)
Full work available at URL: https://eprints.whiterose.ac.uk/163456/3/A%20TIME-SERIES%20BOOTSTRAPPING%20SIMULATION%20METHOD%20TO%20DISTINGUISH%20SELL-SIDE%20ANALYSTS%E2%80%99%20SKILL%20FROM%20LUCK.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Portfolio theory (91G10) Statistical aspects of big data and data science (62R07)
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