Nonparametric long term prediction of stock returns with generated bond yields
Year of publication: |
July 2016
|
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Authors: | Scholz, Michael ; Sperlich, Stefan ; Nielsen, Jens Perch |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 82-96
|
Subject: | Prediction | Stock returns | Bond yield | Cross validation | Generated regressors | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Anleihe | Bond | Zinsstruktur | Yield curve | Börsenkurs | Share price | Risikoprämie | Risk premium |
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