| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7356554 | Journal of Banking & Finance | 2018 | 13 Pages |
Abstract
We present a number of motivating examples which show the outperformance of unbiased estimators in many circumstances. The unbiasedness has a direct impact on backtesting and therefore adds a further viewpoint to established statistical properties.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Marcin Pitera, Thorsten Schmidt,