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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

A time-series bootstrapping simulation method to distinguish sell-side analysts' skill from luck

Lookup NU author(s): Dr Chen SuORCiD

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This is the authors' accepted manuscript of a book chapter that has been published in its final definitive form by World Scientific Publishing, 2020.

For re-use rights please refer to the publisher's terms and conditions.


Publication metadata

Author(s): Su C, Zhang H

Editor(s): C.-F. Lee; J.C. Lee

Publication type: Book Chapter

Publication status: Published

Book Title: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning

Year: 2020

Volume: 2

Pages: 2011-2052

Print publication date: 01/09/2020

Acceptance date: 02/04/2016

Number of Volumes: 4

Publisher: World Scientific Publishing

URL: https://doi.org/10.1142/9789811202391_0055

DOI: 10.1142/9789811202391_0055

Library holdings: Search Newcastle University Library for this item

ISBN: 9789811202384


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