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Search: subject:"Multiple comparisons bias"
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Asymmetric vector autoregression
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Granger causality
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Green equity indices
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Multiple comparisons bias
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Multiple hypothesis testing
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Cummins, Mark
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International Review of Financial Analysis
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International review of financial analysis
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Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International Review of Financial Analysis
35
(
2014
)
C
,
pp. 261-267
, explicit recognition is made in our study of the
multiple
comparisons
bias
inherent in our high-dimensional testing framework …
Persistent link: https://www.econbiz.de/10011077775
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Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
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