REAL-TIME ECONOMETRICS
From MaRDI portal
Publication:5697632
DOI10.1017/S0266466605050139zbMath1074.62075MaRDI QIDQ5697632
M. Hashem Pesaran, Allan G. Timmermann
Publication date: 18 October 2005
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
91B06: Decision theory
90B50: Management decision making, including multiple objectives
62C99: Statistical decision theory
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- Dangers of data mining: The case of calendar effects in stock returns