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Search: subject:"data snooping"
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data snooping
22
Theorie
8
Theory
6
Data snooping
5
automated model selection
5
recursive/sequential modelling
5
specification search
5
efficient market hypothesis
4
technical analysis
4
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3
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3
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3
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3
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3
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3
Aktienmarkt
2
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2
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2
Data snooping bias
2
Data-snooping
2
Efficient market hypothesis
2
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2
Financial analysis
2
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2
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2
component variance forecasts
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Free
36
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11
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English
26
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8
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Timmermann, Allan
6
Pesaran, M. Hashem
3
Wolf, Michael
3
Akhtar, Yasmeen
2
Awartani, Basel
2
Caporale, Guglielmo Maria
2
Ericsson, Johan
2
Genre, Véronique
2
González, Andrés
2
Javed, Farrukh
2
Kenny, Geoff
2
Kresta, Aleš
2
Meyler, Aidan
2
Pesaran, M.H.
2
Plastun, Alex
2
Qianwei, Ying
2
Rasheed, Muhammad Shahid
2
Rink, Kevin
2
Ul Ain, Qurat
2
Virk, Nader
2
Wang, Anlan
2
Yousaf, Tahir
2
Afshartous, David
1
Almeida, Guilherme Ribeiro de
1
Almeida, Juliano Ribeiro de
1
Artis, Michael
1
Baciu, Olivia Andreea
1
Bergmann, Daniel Reed
1
Bruneau, C.
1
Clavel, José G.
1
Coe, P.J.
1
Corradi, Valentina
1
Dai, Yun-Shan
1
De Bandt, O.
1
Flageollet, A.
1
Hassler, Uwe
1
Hoffmann, Mathias
1
Hsu, PH
1
Hsu, Po-Hsuan
1
Hsu, YC
1
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
3
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2
Banque de France
1
CESifo
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
European Central Bank
1
Institute of Economics, Academia Sinica
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3
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2
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2
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2
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2
Business Systems Research (BSR)
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1
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International Statistical Review
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Journal of risk and financial management : JRFM
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Revista Brasileira de Finanças : RBFin
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Theoretical and Applied Economics
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RePEc
16
EconStor
11
ECONIS (ZBW)
8
BASE
1
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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
-
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:
7
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:
8
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:
9
Portfolio optimization efficiency test considering
data
snooping
bias
Kresta, Aleš
;
Wang, Anlan
- In:
Business systems research : a system view accross …
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/10012405640
Saved in:
10
Stock investment and excess returns: A critical review in the light of the efficient market hypothesis
Qianwei, Ying
;
Yousaf, Tahir
;
Ul Ain, Qurat
;
Akhtar, Yasmeen
- In:
Journal of Risk and Financial Management
12
(
2019
)
2
,
pp. 1-22
authors provide enough evidence of a
data
snooping
issue, which violates and challenges the existing proof and creates room …
Persistent link: https://www.econbiz.de/10012611101
Saved in:
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