Nonparametric long term prediction of stock returns with generated bond yields
Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch
- 期刊名称Insurance: Mathematics and Economics
- 作者Scholz, Michael; Sperlich, Stefan; Nielsen, Jens Perch
- 卷第69卷
- 印刷ISSN0167-6687
- 文件大小749.86KB
- 发表时间2016-07
- DOI10.1016/j.insmatheco.2016.04.007
- 页码82-96