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~institution:"Institut für Volkswirtschaftslehre, Social- und Wirtschaftswissenschaftliche Fakultät"
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Bias Reduction
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Dimension Reduction
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Prediction of Stock Returns
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Institut für Volkswirtschaftslehre, Social- und Wirtschaftswissenschaftliche Fakultät
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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London School of Economics (LSE)
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Tinbergen Instituut
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Department of Economics, Boston College
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
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Department of Economics and Finance, College of Business and Economics
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Department of Economics, Leicester University
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Department of Economics, Oxford University
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Department of Economics, Tippie College of Business
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Dipartimento di Economia, Università degli Studi di Perugia
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute for Fiscal Studies (IFS)
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Society for Computational Economics - SCE
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Tilburg University, Center for Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Nonparametric prediction of stock returns guided by prior knowledge
Scholz, Michael
;
Nielsen, Jens Perch
;
Sperlich, Stefan
-
Institut für Volkswirtschaftslehre, Social- und …
-
2012
, a bias and
dimension
reduction
method is proposed to import more structure in the estimation process as an adequate way …
Persistent link: https://www.econbiz.de/10010548008
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