data-snooping-test

There are 0 repository under data-snooping-test topic.

• 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".

  financefalse-discovery-rateexchange-traded-fundsfamilywise-error-ratemodel-confidence-setdata-snooping-testeconometricsvolatility-modelingbuckets
  Language:MATLAB 4