In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
نویسندگان
چکیده
منابع مشابه
In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 2005
ISSN: 0747-4938,1532-4168
DOI: 10.1081/etc-200040785