Data-snooping, technical trading rule performance, and the bootstrap
by Ryan Sullivan, Allan Timmermann and Halbert White
| Year of publication: |
1997
|
|---|---|
| Authors: | Sullivan, Ryan ; Timmermann, Allan ; White, Halbert |
| Publisher: |
La Jolla, Calif. |
| Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Aktienindex | Stock index | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | 41, [9] S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000978185