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Bootstrap approach
10
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10
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5
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4
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4
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Finance research letters
Journal of econometrics
179
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57
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1
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Saved in:
2
Averaging financial ratios
Curto, José Dias
;
Serrasqueiro, Pedro
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013464303
Saved in:
3
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
4
The dynamic causality between gold and silver prices in China market : a rolling window bootstrap approach
Liu, Guo-Dong
;
Su, Chi-Wei
- In:
Finance research letters
28
(
2019
),
pp. 101-106
Persistent link: https://www.econbiz.de/10012388020
Saved in:
5
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth
;
Chen, Fang
- In:
Finance research letters
25
(
2018
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Saved in:
6
On the uncertainty of art market returns
Charlin, Ventura
;
Cifuentes, Arturo
- In:
Finance research letters
21
(
2017
),
pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
Saved in:
7
Determining risk model confidence sets
Cummins, Mark
;
Dowling, Michael
;
Esposito, Francesco
- In:
Finance research letters
22
(
2017
),
pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
Saved in:
8
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
9
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
Saved in:
10
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
Saved in:
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