Nonparametric predictive regression for stock return prediction

DOI10.1080/07474938.2025.2519389MaRDI QIDQ6860315zbMATH OpenFDO

Authors Jiti Gao, Tingting Cheng, Oliver Linton, Yayi Yan

Publication date 10 February 2026

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07474938.2025.2519389

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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