Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Year of publication: |
July 2016
|
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Authors: | Hambuckers, Julien ; Heuchenne, Cédric |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 4, p. 347-372
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Subject: | trading rules | bootstrap | bootstrap.632 | out-of-sample | predictive ability | parameter uncertainty | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
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