Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Year of publication: |
September 2017
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Authors: | Cheng, Tingting ; Gao, Jiti ; Linton, Oliver |
Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
Subject: | Kernel estimator | locally stationary process | series estimator | stock return prediction | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 17, 13 |
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 |
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Cheng, Tingting, (2018)
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting, (2019)
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Nonparametric predictive regressions for stock return prediction
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Cheng, Tingting, (2018)
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Cheng, Tingting, (2018)
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Nonparametric predictive regressions for stock return brediction
Cheng, Tingting, (2019)
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