Nonparametric prediction of stock returns guided by prior knowledge
Michael Scholz; Jens Perch Nielsen; Stefan Sperlich
| Year of publication: |
2012
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|---|---|
| Authors: | Scholz, Michael ; Nielsen, Jens Perch ; Sperlich, Stefan |
| Publisher: |
Genève : Univ., SES, Dep. of Economics |
| Subject: | Prediction of stock returns | Cross-validation | Prior knowledge | Bias reduction | Dimension reduction | Spekulation | Speculation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | USA | United States |
| Extent: | Online-Ressource (PDF-Datei: 38 S.) graph. Darst. |
|---|---|
| Series: | Working paper series / Université de Genève, Institut d'Économie et d'Économetrie. - Genf, ZDB-ID 2692993-4. - Vol. 12033 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009666508