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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
type_genre:"Arbeitspapier"
~person:"Cai, Biqing"
~person:"Cheng, Tingting"
~subject:"Share price"
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Estimation theory
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Nichtparametrisches Verfahren
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Cai, Biqing
Cheng, Tingting
Gao, Jiti
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
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Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
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3
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
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2017
Persistent link: https://www.econbiz.de/10011782256
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