Testing the significance of calendar effects
Year of publication: |
Jan. 2003 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Hansen, Peter Reinhard (contributor) ; Lunde, Asger (contributor) |
Institutions: | Brown University / Department of Economics (contributor) |
Publisher: |
Providence, RI : Brown Univ., Dep. of Economics |
Subject: | Kalendereffekt | Calendar effect | Statistischer Test | Statistical test | Theorie | Theory | Data Mining | Data mining |
-
Testing the significance of calendar effects
Hansen, Peter Reinhard, (2003)
-
Testing the significance of calendar effects
Hansen, Peter Reinhard, (2004)
-
A reality check for data snooping
White, Halbert, (2000)
- More ...
-
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard, (2001)
-
Hansen, Peter Reinhard, (2003)
-
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard, (2003)
- More ...