Search Results - subject:"Data Snooping"

Stop losses momentum strategy : from profit maximization to risk control under White's Bootstrap reality check

Teplova, Tamara V.; Mikova, Evgeniya; Nazarov, Nikolai - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 240-258

Persistent link: https://www.econbiz.de/10011792865

The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market

Dai, Yun-Shan; Lee, Wei-Ming - In: Economics Bulletin 31 (2011) 2, pp. 1606-1612

Based on technical analysis and White's and Hansen's data-snooping-robust tests, we examine the efficiency of the …

Persistent link: https://www.econbiz.de/10009643981

Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias

Sermpinis, Georgios; Verousis, Thanos; Theofilatos, … - In: Journal of forecasting 35 (2016) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011417657

Predictability of equity returns during a financial crisis

Shynkevich, Andrei - In: Applied economics letters 23 (2016) 16/18, pp. 1201-1205

Persistent link: https://www.econbiz.de/10011701849

Active investment strategies in the Spanish futures market : a solution to avoid data snooping bias

Olasolo, A.; Perez, M. A.; Ruiz, V. - In: Applied economics letters 23 (2016) 7/9, pp. 609-613

Persistent link: https://www.econbiz.de/10011628025

How profitable are FX technical trading rules?

Coakley, Jerry; Marzano, Michele; Nankervis, John C. - In: International review of financial analysis 45 (2016), pp. 273-282

Persistent link: https://www.econbiz.de/10011583851

Predictability in bond returns using technical trading rules

Shynkevich, Andrei - In: Journal of banking & finance 70 (2016), pp. 55-69

Persistent link: https://www.econbiz.de/10011635120

Technical trading : is it still beating the foreign exchange market?

Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan - In: Journal of international economics 102 (2016), pp. 188-208

Persistent link: https://www.econbiz.de/10011655818

Testing The Predictive Ability Of Technical Analysis Using A New Stepwise Test Without Data Snooping Bias

Hsu, PH; Hsu, YC; Kuan, CM - 2010

In The Finance Literature, Statistical Inferences For Large-Scale Testing Problems Usually Suffer From Data Snooping … That Can Identify Predictive Models Without Potential Data Snooping Bias. It Is Shown Analytically And By Simulations That …

Persistent link: https://www.econbiz.de/10009471387

Combining the forecasts in the ECB survey of professional forecasters: can anything beat the simple average?

Genre, Véronique; Kenny, Geoff; Meyler, Aidan; … - European Central Bank - 2010

combinations and check the sensitivity of the results to possible data-snooping bias. The latter robustness check is also informed … using a novel real time meta selection procedure which is not subject to the data-snooping critique. For GDP growth and the … benchmark. In particular, for this variable, the relative improvement appears significant even controlling for data snooping …

Persistent link: https://www.econbiz.de/10008752569