Data snooping bias in tests of the relative performance of multiple forecasting models
Dan Gabriel Anghel
| Year of publication: |
2021
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|---|---|
| Authors: | Anghel, Dan Gabriel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 126.2021, p. 1-19
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| Subject: | Superior Predictive Ability | Data Snooping Bias | False Discoveries | Reality Check | Technical Analysis | Trading Rules | Efficient Market Hypothesis | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Statistischer Test | Statistical test | Theorie | Theory | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Journal of banking and finance, Volume 131 (2021), Art.-Nr.: 106157, Seite 1-6 |
| Other identifiers: | 10.1016/j.jbankfin.2021.106113 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820405