An improved test for uniform superior predictive ability
Basic data for this talk
Type of talk: scientific Talk
Name der Vortragenden: Monschang, Verena; Trede, Mark; Wilfling, Bernd
Date of talk: 07/06/2023
Talk language: English
Information about the event
Name of the event: International Conference on Quantitative Finance and Financial Econometrics (QFFE 2023)
Event period: 06/06/2023 - 07/06/2023
Event location: Aix-Marseille School of Economics
Organised by: QFFE
Abstract
Keywords: Forecast evaluation; Joint-hypothesis testing; Stochastic dominace
Speakers from the University of Münster
| Monschang, Verena | |
| Trede, Mark | |
| Wilfling, Bernd |