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Comparing large-sample maximum Sharpe ratios and incremental variable testing

Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579

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Public finances in EMU ; 2000

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Handbook of financial econometrics, mathematics, statistics, and machine learning

Lee, Cheng F. (ed.); Lee, John C. (ed.) - 2021

, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance …, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook … finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook. Led by …

Persistent link: https://www.econbiz.de/10012061412

Likelihood-based statistical estimation from quantized data

Vardeman, Stephen B.; Lee, Chiang-Sheng - 2003

Most standard statistical methods treat numerical data as if they were real (infinitenumber- of-decimal-places) observations. The issue of quantization or digital resolution is recognized by engineers and metrologists, but is largely ignored by statisticians and can render standard statistical...

Persistent link: https://www.econbiz.de/10010511727