data-snooping-test

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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".

finance buckets econometrics false-discovery-rate model-confidence-set exchange-traded-funds volatility-modeling familywise-error-rate data-snooping-test

Updated Nov 21, 2022
MATLAB

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data-snooping-test

Here is 1 public repository matching this topic...

hkalager / FDR_buckets

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