Possibly Nonstationary Cross-Validation
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- Scholz, Michael & Sperlich, Stefan & Nielsen, Jens Perch, 2016. "Nonparametric long term prediction of stock returns with generated bond yields," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 82-96.
More about this item
KeywordsBandwidth Selection; Recurrence; Predictive Regressions;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-06-25 (All new papers)
- NEP-ECM-2016-06-25 (Econometrics)
- NEP-NET-2016-06-25 (Network Economics)
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