Data-snooping, technical trading rule performance, and the bootstrap
Ryan Sullivan, Allan Timmermann, and Halbert White
| Year of publication: |
1999
|
|---|---|
| Authors: | Sullivan, Ryan ; Timmermann, Allan ; White, Halbert |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 5, p. 1647-1691
|
| Subject: | Wertpapierhandel | Securities trading | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Aktienindex | Stock index | Schätzung | Estimation | USA | United States | 1897-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001430863