hkalager/FDR_buckets

This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

语言：MATLAB · GitHub 星标：4 · Fork：0

话题：buckets · data-snooping-test · econometrics · exchange-traded-funds · false-discovery-rate · familywise-error-rate · finance · model-confidence-set

在 GitHub 上查看原仓库