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Search: subject:"Data Snooping"
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data snooping
36
Data snooping
28
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22
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20
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automated model selection
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recursive/sequential modelling
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specification search
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Shynkevich, Andrei
10
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7
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6
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4
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4
Wolf, Michael
4
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2
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2
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Genre, Véronique
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Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
53
RePEc
37
EconStor
11
BASE
1
Showing
1
-
10
of
102
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date (oldest first)
1
Seven Pitfalls of Technical Analysis
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2023
: Subjectivity; Doubtful assumptions; Unjustified algorithms; Low profitability;
Data
snooping
; Statistically insignificant results …
Persistent link: https://www.econbiz.de/10014290123
Saved in:
2
Seven pitfalls of technical analysis
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2023
: Subjectivity; Doubtful assumptions; Unjustified algorithms; Low profitability;
Data
snooping
; Statistically insignificant results …
Persistent link: https://www.econbiz.de/10013489574
Saved in:
3
The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial Markets and Portfolio Management
37
(
2023
)
4
,
pp. 403-456
technical trading rules over up to 66 years. Using a state-of-the-art test for superior predictive ability to control for
data
…
snooping
bias, we find in-sample evidence for technical heuristics with significant outperformance over a simple buy …
Persistent link: https://www.econbiz.de/10015272880
Saved in:
4
The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
5
Unlucky Number 13? Manipulating Evidence Subject to Snooping
Hassler, Uwe
;
Pohle, Marc‐Oliver
- In:
International Statistical Review
90
(
2022
)
2
,
pp. 397-410
community. We subsume such practices involving secret
data
snooping
that influences subsequent statistical inference under the …
Persistent link: https://www.econbiz.de/10013380925
Saved in:
6
A reality check on the GARCH-MIDAS volatility models
Virk, Nader
;
Javed, Farrukh
;
Awartani, Basel
;
Hyde, Stuart
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
Saved in:
7
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
8
A reality check on the GARCH-MIDAS volatility models
Virk, Nader
;
Javed, Farrukh
;
Awartani, Basel
-
2021
We employ a battery of model evaluation tests for a broad-set of GARCH-MIDAS models and account for
data
snooping
bias …
Persistent link: https://www.econbiz.de/10012654473
Saved in:
9
A reality check on the GARCH-MIDAS volatility models
Virk, Nader
;
Javed, Farrukh
;
Awartani, Basel
-
2021
Persistent link: https://www.econbiz.de/10012604771
Saved in:
10
Portfolio optimization efficiency test considering
data
snooping
bias
Kresta, Aleš
;
Wang, Anlan
- In:
Business Systems Research (BSR)
11
(
2020
)
2
,
pp. 73-85
the hypothesis inference methodology and considering a possible
data
snooping
bias. The proposed approach is demonstrated …
Persistent link: https://www.econbiz.de/10015408712
Saved in:
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