Showing 1 - 10 of 658
Persistent link: https://www.econbiz.de/10001430863
Persistent link: https://www.econbiz.de/10000676438
Persistent link: https://www.econbiz.de/10000978185
Persistent link: https://www.econbiz.de/10000988757
Persistent link: https://www.econbiz.de/10000994249
Persistent link: https://www.econbiz.de/10000994251
Persistent link: https://www.econbiz.de/10001617167
Persistent link: https://www.econbiz.de/10001764884
Persistent link: https://www.econbiz.de/10013423660
In this paper we utilize White's Reality Check bootstrap methodology (White (1997)) to evaluate simple technical trading rules while quantifying the data-snooping bias and fully adjusting for its effect in the context of the full universe from which the trading rules were drawn. Hence, for the...
Persistent link: https://www.econbiz.de/10012789735