Nonparametric prediction of stock returns based on yearly data: the long-term view
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Publication:896758
DOI10.1016/j.insmatheco.2015.09.011zbMath1348.62247OpenAlexW1917650631MaRDI QIDQ896758
Michael Scholz, Jens Perch Nielsen, Stefan Sperlich
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12535/1/Stock%20with%20Prior_IME_rev6.pdf
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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