Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Zhidong Bai; Yongchang Hui; Wing-keung Wong; Ričardas Zitikis
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009671870