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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~subject:"Börsenkurs"
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Börsenkurs
Estimation theory
68
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
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Zeitreihenanalyse
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Estimation
21
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Factor analysis
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Faktorenanalyse
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Induktive Statistik
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Maximum likelihood estimation
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Gao, Jiti
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Cheng, Tingting
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Bailey, Natalia
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Cai, Biqing
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Escanciano, Juan Carlos
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Forbes, Catherine Scipione
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Hoderlein, Stefan
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Kapetanios, George
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Lewbel, Arthur
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Malec, Peter
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Cambridge-INET working papers
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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School of Accounting, Finance and Economics & FEMARC working paper series
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Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
2
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
3
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
4
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
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