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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Allen, David E."
~person:"Gao, Jiti"
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Share price
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Estimation
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Stambaugh, Robert F.
Allen, David E.
Gao, Jiti
Cheng, Tingting
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Linton, Oliver
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Cai, Biqing
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Forbes, Catherine Scipione
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Maneesoonthorn, Worapree
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Working paper / Department of Econometrics and Business Statistics, Monash University
School of Accounting, Finance and Economics & FEMARC working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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Economics letters
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Journal of financial economics
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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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
Saved in:
3
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
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