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person:"Chambers, Marcus J."
~person:"Sperlich, Stefan"
~subject:"Cross-validation"
~type_genre:"Non-commercial literature"
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Cross-validation
Estimation theory
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Schätztheorie
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Resampling
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Resampling method
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Time series analysis
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Zeitreihenanalyse
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Capital income
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Einheitswurzeltest
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Forecasting model
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Kapitaleinkommen
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Kleinste-Quadrate-Methode
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Least squares method
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Prognoseverfahren
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Unit root test
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Autocorrelation
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Autokorrelation
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Bandwidth Selection
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Bias reduction
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Börsenkurs
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Cross Validation
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Dimension reduction
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Forecast
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Kernel regression estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Plug-in
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Prediction of stock returns
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Prior knowledge
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Regression analysis
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Regressionsanalyse
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Share price
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Speculation
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Spekulation
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USA
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United States
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Chambers, Marcus J.
Sperlich, Stefan
Bolhuis, Marijn A.
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Buchen, Teresa
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Chaussé, Pierre
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Lee, Tae-hwy
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Nielsen, Jens Perch
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Working paper series / Université de Genève, Institut d'Économie et d'Économetrie
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Nonparametric prediction of stock returns guided by prior knowledge
Scholz, Michael
;
Nielsen, Jens Perch
;
Sperlich, Stefan
-
2012
Persistent link: https://www.econbiz.de/10009666508
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