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Forecast evaluation with shared data sets · Study

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ArticleForecast evaluation with shared data sets

Allan Timmermann2002

OA

Articlegreen2002

Forecast evaluation with shared data sets

Allan Timmermann · Halbert White

47 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Financial Markets and Investment Strategies Stock Market Forecasting Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1994Comparing Predictive Accuracy 1996Asymptotic Inference about Predictive Ability 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap 2001Dangers of data mining: The case of calendar effects in stock returns 1988Macroeconomics and Finance: Essays in Honor of Franco Modigliani

Cited by

2020Impact of bitcoin futures on the informational efficiency of bitcoin spot market 2005The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test

Details

Year2002

Typearticle

Published2002-12-02

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations47

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/s0169-2070(01)00140-6

openalex_workW2014555407

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