An improved test for uniform superior predictive ability

Basic data for this talk

Type of talkscientific talk
Name der VortragendenMonschang, Verena; Trede, Mark; Wilfling, Bernd
Date of talk07/06/2023
Talk languageEnglish

Information about the event

Name of the eventInternational Conference on Quantitative Finance and Financial Econometrics (QFFE 2023)
Event period06/06/2023 - 07/06/2023
Event locationAix-Marseille School of Economics
Organised byQFFE

Abstract

KeywordsForecast evaluation; Joint-hypothesis testing; Stochastic dominace

Speakers from the University of Münster

Monschang, Verena
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)
Trede, Mark
Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
Wilfling, Bernd
Professur für Volkswirtschaftslehre, empirische Wirtschaftsforschung (Prof. Wilfling)