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  • Search: subject:"Combination methods"
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Year of publication
Subject
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Combination methods 2 ARCH model 1 ARCH-Modell 1 Cryptocurrency volatility 1 Economic indicator 1 Forecasting model 1 Hypothesis testing 1 In-sample test 1 Out-of-sample test 1 Prognoseverfahren 1 U.S. macroeconomic variables 1 USA 1 Union of rejections 1 United States 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Wirtschaftsindikator 1 p value 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Cheng, Lan 1 Sheng, Xuguang 1 Su, Yi Kai 1 Tzeng, Kae-Yih 1
Published in...
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The North American journal of economics and finance : a journal of theory and practice 1 Working Papers 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
Tzeng, Kae-Yih; Su, Yi Kai - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015133663
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Cover Image
Combination of "Combinations of P-values
Sheng, Xuguang; Cheng, Lan - 2012
-value combination methods and find that the performance of these methods varies substantially under such uncertainty. These variations … test on a simple union of rejections decision rule that exploits the similarity between any two p-value combination methods …
Persistent link: https://www.econbiz.de/10010925711
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