Nonparametric predictive regressions for stock return brediction
Tingting Cheng, Jiti Gao, Oliver Linton
| Year of publication: |
25 March 2019
|
|---|---|
| Authors: | Cheng, Tingting ; Gao, Jiti ; Linton, Oliver |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Kernel estimator | locally stationary process | series estimator | stock return prediction | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns |
freely available
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 1932 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17863/CAM.38667 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698837