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浏览/检索结果: 共3条，第1-3条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Asset allocation strategies, data snooping, and the 1/N rule 期刊论文 JOURNAL OF BANKING & FINANCE, 2018, 卷号: 97, 页码: 257-269 作者:  Hsu, Po-Hsuan;  Han, Qiheng;  Wu, Wensheng;  Cao, Zhiguang 收藏  |  浏览/下载：8/0  |  提交时间：2019/08/22 Reality check  Portfolio strategies  Data-snooping bias   A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications 学术活动 .Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications - 收藏  |  浏览/下载：6/0  |  提交时间：2019/10/31