Nonparametric predictive inference for stock returns
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Cites work
- A nonparametric predictive alternative to the imprecise Dirichlet model: the case of a known number of categories
- Archimedean copulae for risk measurement
- Dangers of data mining: The case of calendar effects in stock returns
- Do stock returns have an Archimedean copula?
- Frequentist prediction intervals and predictive distributions
- scientific article; zbMATH DE number 3514748 (Why is no real title available?)
- Imprecise predictive selection based on low structure assumptions
- Introduction to imprecise probabilities
- Low structure imprecise predictive inference for Bayes' problem
- Nonadditive probabilities in statistics
- Nonparametric adaptive opportunity-based age replacement strategies
- Nonparametric predictive category selection for multinomial data
- Nonparametric predictive inference and interval probability
- Nonparametric predictive inference with right-censored data
- On nonparametric predictive inference and objective Bayesianism
- Opportunity-based age replacement with a one-cycle criterion
- Paul Wilmott introduces quantitative finance. With CD-ROM
- Posterior Distribution of Percentiles: Bayes' Theorem for Sampling from a Population
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Tail-weighted measures of dependence
- Wild bootstrapping variance ratio tests
Cited in
(9)- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures
- Nonparametric predictive inference for American option pricing based on the binomial tree model
- Nonlinear support vector machines can systematically identify stocks with high and low future returns
- USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS
- Modeling long term return distribution and nonparametric market risk estimation
- Reproducibility of statistical tests based on randomised response data
- Reproducibility of estimates based on randomised response methods
- On statistical reproducibility of normality and equality of variances tests
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