Pages that link to "Item:Q4355138"

The following pages link to The predictability of stock returns – a nonparametric approach (Q4355138):

Displaying 12 items.

• Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
• The “Fed Model” and the Predictability of Stock Returns* (Q4554084) (← links)
• Prediction of Stock Returns: A New Way to Look at It (Q4661691) (← links)
• Regression Function Estimation Using Spline Wavelets (Q4681050) (← links)
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469) (← links)
• Nonlinear support vector machines can systematically identify stocks with high and low future returns (Q5420705) (← links)
• USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS (Q5756940) (← links)
• On the Economic Significance of Stock Return Predictability (Q6108967) (← links)
• Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions (Q6620860) (← links)