Nonparametric predictive regressions for stock return prediction
Tingting Cheng, Jiti Gao and Oliver Linton
| Year of publication: |
March 2019
|
|---|---|
| Authors: | Cheng, Tingting ; Gao, Jiti ; Linton, Oliver |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Kernel estimator | locally stationary process | series estimator | stock returnprediction | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | 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 39 Seiten) Illustrationen |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 19, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012592220