Prediction of Stock Returns: A New Way to Look at It
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Publication:4661691
DOI10.2143/AST.33.2.503700zbMath1095.91019MaRDI QIDQ4661691
Stefan Sperlich, Jens Perch Nielsen
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
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Comments on: Model-free model-fitting and predictive distributions, Nonparametric long term prediction of stock returns with generated bond yields, Nonparametric prediction of stock returns based on yearly data: the long-term view
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