EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Intersection–union test"
Narrow search

Narrow search

Year of publication
Subject
All
Capital income 2 Estimation theory 2 Jobson-Korkie test 2 Kapitaleinkommen 2 Schätztheorie 2 Sharpe ratio 2 Statistical test 2 Statistischer Test 2 ergodicity 2 heteroscedasticity 2 intersection-union test 2 performance measurement 2 Additive Model 1 Betriebliche Kennzahl 1 CAPM 1 Dispersion 1 Estimation 1 Financial ratio 1 Functional Data 1 Gordin's condition 1 Gordin’s condition 1 Heteroscedasticity 1 Heteroskedastizität 1 High-frequency data 1 Inflation 1 Intersection-Union Test 1 Nonparametric 1 Performance measurement 1 Performance-Messung 1 Portfolio selection 1 Portfolio-Management 1 Public bond 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Semiparametric 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1
more ... less ...
Online availability
All
Free 4 CC license 1
Type of publication
All
Article 2 Book / Working Paper 1 Other 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
more ... less ...
Language
All
English 4
Author
All
Frahm, Gabriel 2 He, Zhi 1 Liang, Feng 1 Matinsek, Adam T. 1 Shao, Xiaofeng 1 Simpson, Douglas G. 1 Winkelmann, Lars 1 Yao, Wenying 1
more ... less ...
Published in...
All
Discussion paper 1 Risks 1 Risks : open access journal 1
Source
All
ECONIS (ZBW) 2 BASE 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Tests for jumps in yield spreads
Winkelmann, Lars; Yao, Wenying - 2023
statistical approach in the context of an intersection union test in multiple testing. We document the relevance of coherent tests …
Persistent link: https://www.econbiz.de/10014343097
Saved in:
Cover Image
An intersection-union test for the sharpe ratio
Frahm, Gabriel - In: Risks 6 (2018) 2, pp. 1-13
An intersection-union test for supporting the hypothesis that a given investment strategy is optimal among a set of … alternatives is presented. It compares the Sharpe ratio of the benchmark with that of each other strategy. The intersection-union … test takes serial dependence into account and does not presume that asset returns are multivariate normally distributed. An …
Persistent link: https://www.econbiz.de/10011996598
Saved in:
Cover Image
An intersection-union test for the sharpe ratio
Frahm, Gabriel - In: Risks : open access journal 6 (2018) 2, pp. 1-13
An intersection–union test for supporting the hypothesis that a given investment strategy is optimal among a set of … alternatives is presented. It compares the Sharpe ratio of the benchmark with that of each other strategy. The intersection–union … test takes serial dependence into account and does not presume that asset returns are multivariate normally distributed. An …
Persistent link: https://www.econbiz.de/10011866388
Saved in:
Cover Image
Semiparametric Inference
He, Zhi - 2010
example censored data.Thirdly, we develop a multivariate intersection-union bioequivalence test. The intersection-union test …
Persistent link: https://www.econbiz.de/10009477898
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...