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  • Search: subject:"Bootstrap methods"
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Year of publication
Subject
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Bootstrap methods 19 Bootstrap approach 18 Bootstrap-Verfahren 18 bootstrap methods 17 Theorie 9 Theory 9 Portfolio selection 8 Portfolio-Management 8 Bootstrap Methods 7 Investment Fund 6 Investmentfonds 6 Capital income 5 Kapitaleinkommen 5 Performance measurement 5 Benchmarking 4 Estimation 4 Estimation theory 4 Performance-Messung 4 Schätztheorie 4 Schätzung 4 Alternative investments 3 Cryptocurrency markets 3 Factor benchmark models 3 Fund management 3 Mutual funds 3 Open-ended investment companies 3 Panel 3 Panel methods 3 Panel study 3 Unit trusts 3 VAR model 3 BOOTSTRAP METHODS 2 Confidence Intervals and Sets 2 Coverage Accuracy and Expected Length 2 Emerging economies 2 Eurozone 2 Fast bootstrap methods 2 Fiducial Inference 2 Hedge fund 2 Hedgefonds 2
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Online availability
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Free 25 Undetermined 18
Type of publication
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Article 30 Book / Working Paper 21
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 7 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Aufsatzsammlung 1 Congress Report 1 Thesis 1
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Language
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English 26 Undetermined 24 Spanish 1
Author
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Blake, David 5 Caulfield, Tristan 5 Ioannidis, Christos 5 Tonks, Ian 5 Babiak, Mykola 3 Bianchi, Daniele 3 Allen, Rebecca 2 Annoni, Paola 2 Beer, Michael 2 Chen, Qingqing 2 DE-GRAFT, ACQUAH HENRY 2 Eo, Yunjong 2 Hidalgo, Javier 2 La Vecchia, Davide 2 Legrand, Romain 2 Long, Zhihe 2 Manzi, Giancarlo 2 Moor, Alban 2 Morley, James C. 2 Ren, Tongxian 2 Scaillet, Olivier 2 Wilcox, Rand 2 Windmeijer, Frank 2 Zhang, Rengui 2 Bojić, Borislav 1 Bou Zeidan, Melissa 1 Burgess, Simon 1 Burgess, Simon M. 1 Canepa, Alessandra 1 Cerqueti, Roy 1 Clark, Florence 1 Contessi, Silvio 1 Davidson, Russell 1 De Pace, Pierangelo 1 Escobar, José Fernando 1 Falbo, Paolo 1 Ferrari, Pier 1 Ferrari, Pier Alda 1 Francis, Johanna L. 1 Gadea, María Dolores 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 C.E.P.R. Discussion Papers 1 Centre for Market and Public Organisation (CMPO), University of Bristol 1 Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, McMaster University 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
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Published in...
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MPRA Paper 3 Discussion paper / The Pensions Institute, Cass Business School, City University 2 Economic Modelling 2 Economic modelling 2 Journal of econometrics 2 Quality & Quantity: International Journal of Methodology 2 Russian Journal of Agricultural and Socio-Economic Sciences 2 AStA Advances in Statistical Analysis 1 Australian Journal of Labour Economics (AJLE) 1 CEPR Discussion Papers 1 Computational Statistics 1 Contributions to Finance and Accounting 1 DQE Working Papers 1 Economics Letters 1 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 1 International Journal of the Economics of Business 1 Journal of Applied Statistics 1 Journal of Econometrics 1 Journal of Economic Integration 1 Journal of banking & finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial and quantitative analysis : JFQA 1 LSE Research Online Documents on Economics 1 Lecturas de Economía 1 Managing Global Transitions 1 Monash Econometrics and Business Statistics Working Papers 1 Quantitative Studies in Economics and Population Research Reports 1 Quantitative finance 1 Research paper series / Swiss Finance Institute 1 STICERD - Econometrics Paper Series 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1 Swiss Finance Institute Research Paper 1 The Centre for Market and Public Organisation 1 The econometrics journal 1 The journal of operational risk 1 UNIMI - Research Papers in Economics, Business, and Statistics 1 Working Papers / Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 1 Working paper series 1 Working papers series / Federal Reserve Bank of San Francisco 1
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Source
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RePEc 28 ECONIS (ZBW) 18 BASE 4 EconStor 1
Showing 51 - 51 of 51
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Data-Snooping, Technical Trading Rule Performance and the Bootstrap
Sullivan, Ryan; Timmermann, Allan G; White, Halbert - C.E.P.R. Discussion Papers - 1998
In this paper we utilize White's Reality Check bootstrap methodology (White (1997)) to evaluate simple technical trading rules while quantifying the data-snooping bias and fully adjusting for its effect in the context of the full universe from which the trading rules were drawn. Hence, for the...
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