Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View
ContributorsScholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan Andréas
Published inInsurance. Mathematics & economics, vol. 65, p. 143-155
Publication date2015
Affiliation entities
Citation (ISO format)
SCHOLZ, Michael, NIELSEN, Jens Perch, SPERLICH, Stefan Andréas. Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View. In: Insurance. Mathematics & economics, 2015, vol. 65, p. 143–155. doi: 10.1016/j.insmatheco.2015.09.011
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Article (Submitted version)
Identifiers
- PID : unige:80766
- DOI : 10.1016/j.insmatheco.2015.09.011
ISSN of the journal0167-6687
