hkalager/FDR_buckets

This repository includes the scripts to replicate the results of my WORKING paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection". Access the article here https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737477

Language: MATLAB - Size: 6.88 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0