Nonparametric long term prediction of stock returns with generated bond yields (Q343974)
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scientific article; zbMATH DE number 6654900
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| English | Nonparametric long term prediction of stock returns with generated bond yields |
scientific article; zbMATH DE number 6654900 |
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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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0.8181710243225098
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0.765889048576355
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0.7361698746681213
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0.7145950198173523
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