Dear R Users,

 

If a stationary bootstrap (Politis & Romano 1994) for time series is
performed (e.g. performance difference between trading strategy and
benchmark), how can the following data be generated respectively adjusted?

 

1.	p-values 
2.	smoothing parameter 
3.	significance levels 
4.	block lengths 

 

Please let me know.

 

Thanks a lot.

 

Best regards,

Markus

 


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