Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Year of publication: |
2012
|
---|---|
Authors: | Bai, Zhidong ; Hui, Yongchang ; Wong, Wing Keung ; Zitikis, Ričardas |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 4, p. 703-732
|
Subject: | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Statistischer Test | Statistical test | USA | United States |
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