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Interval-Based Abnormality Detection and Event Returns in Daily Stock Data

Fuente: Zenodo

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Détails bibliographiques
Auteur principal:	Burk, Kevin
Format:	Recurso digital
Langue:	anglais
Publié:	Zenodo 2025
Sujets:	abnormality detection interval forecasting empirical residuals daily stock data event returns nonparametric analysis backtesting forecasting evaluation financial time series preregistered study
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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