Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach

Julien Hambuckers and Cédric Heuchenne

Journal of Forecasting, 2016, vol. 35, issue 4, 347-372

Date: 2016
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Working Paper: Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach (2016)
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