A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection

Arman Hassanniakalager, Paul Baker, Emmanouil Platanakis

Research output: Contribution to journalArticlepeer-review

36 Downloads (Pure)

Fingerprint

Dive into the research topics of 'A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Computer Science

Medicine and Dentistry