BootstrapTest is a set of R function implementing the bootstrap test of
Ardia et al. (2016) and Ardia et al. (2017).
By using BootstrapTest you agree to the following rules:
- You must cite Ardia et al. (2017) in working papers and published papers that use
BootstrapTest. - You must place the following URL in a footnote to help others find
BootstrapTest: https://github.com/ArdiaD/BootstrapTest/. - You assume all risk for the use of
BootstrapTest.
Ardia, D., Guerrouaz, A., Hoogerheide, L.F. (2016).
A note on jointly backtesting models for multiple assets and horizons.
Wilmott Magazine, 83, 46-49.
https://doi.org/10.1002/wilm.10509
https://ssrn.com/abstract=2732069
Ardia, D., Hoogerheide, L.F., Gatarek, L. (2017).
A new bootstrap test for multiple assets joint risk testing.
Journal of Risk, 19(4), 1-22.
https://doi.org/10.21314/JOR.2017.356
https://doi.org/10.2139/ssrn.2312007