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A new algorithm for the confidence interval construction with Monte Carlo simulation and backtesting validation

Crossref DOI link: https://doi.org/10.1007/s11135-025-02449-4

Published Online: 2025-10-27

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Fraszka-Sobczyk, Emilia

Zakrzewska, Aleksandra https://orcid.org/0000-0002-7523-5133
License Information

Text and Data Mining valid from 2025-10-27

Version of Record valid from 2025-10-27
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Article History

Received: 1 April 2025

Accepted: 6 October 2025

First Online: 27 October 2025

Declarations

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: No applicable.

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