Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
journal contribution
posted on 2022-11-09, 02:44 authored by Tingting Cheng, Jiti Gao, Oliver LintonIn this paper, we propose three new predictive models: the multi-step nonparametric
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Classification-JEL
C14, C22, G17Creation date
2017-09-01Working Paper Series Number
13/17Length
39File-Format
application/pdfHandle
RePEc:msh:ebswps:2017-13Usage metrics
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