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15 Bootstrap based tests in financial models · Study

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Chapter15 Bootstrap based tests in financial models

Gangadharrao S. Maddala1996

Chapter1996

15 Bootstrap based tests in financial models

Gangadharrao S. Maddala · Hongyi Li

19 citations·0/0 files stored·Handbook of statistics

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Statistical Methods and Inference

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References

1988Statistical analysis of cointegration vectors 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1988Dividend yields and expected stock returns 1988Stock Prices, Earnings, and Expected Dividends 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

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1998Testing nonlinear forecastability in time series: Theory and evidence from the EMS

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Year1996

Typechapter

Published1996-01-01

VenueHandbook of statistics

ISSN-L0169-7161

Languageen

Citations19

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0169-7161(96)14017-7

openalex_workW1485482273

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