Nonparametric long term prediction of stock returns with generated bond yields (Q343974): Difference between revisions
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Property / author: Stefan Sperlich / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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Property / zbMATH DE Number: 6654900 / rank | |||
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prediction | |||
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stock returns | |||
Property / zbMATH Keywords: stock returns / rank | |||
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bond yield | |||
Property / zbMATH Keywords: bond yield / rank | |||
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cross validation | |||
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generated regressors | |||
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Revision as of 06:51, 28 June 2023
scientific article
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English | Nonparametric long term prediction of stock returns with generated bond yields |
scientific article |
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Nonparametric long term prediction of stock returns with generated bond yields (English)
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21 November 2016
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prediction
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stock returns
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bond yield
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cross validation
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generated regressors
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