The predictability of stock returns – a nonparametric approach

DOI10.1080/07474939608800357zbMath0893.62121OpenAlexW1988774414WikidataQ126256181 ScholiaQ126256181MaRDI QIDQ4355138

Zhongguo Zhou, Y. Peter Chung

Publication date: 17 September 1997

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800357

zbMATH Keywords

stock returnsnonparametric predictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Related Items (1)

Regression Function Estimation Using Spline Wavelets

Cites Work

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• Remarks on Some Nonparametric Estimates of a Density Function
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Asset Prices in an Exchange Economy
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Common risk factors in the returns on stocks and bonds
• A new look at the statistical model identification

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