Nonparametric predictive regression for stock return prediction
Tingting Cheng, Jiti Gao, Oliver Linton, and Yayi Yan
| Year of publication: |
2025
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|---|---|
| Authors: | Cheng, Tingting ; Gao, Jiti ; Linton, Oliver ; Yan, Yayi |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 44.2025, 10, p. 1462-1493
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| Subject: | Kernel estimation | locally stationary process | stock return prediction | time-varying/nonlinear predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitalmarktrendite | Capital market returns | Prognose | Forecast |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2025.2519389 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015554936