Nonparametric predictive inference for stock returns-Reference-Cited by-同舟云学术

Nonparametric predictive inference for stock returns

Published:2016-07-03 Issue:8 Volume:44 Page:1333-1349
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Baker Rebecca M.¹,Coolen-Maturi Tahani²,Coolen Frank P. A.³

Affiliation:

1. Financial Strategy Group, Mercer, UK

2. Durham University Business School, Durham University, Durham, UK

3. Department of Mathematical Sciences, Durham University, Durham, UK

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2016.1204429

Reference35 articles.

1. Nonparametric predictive inference and interval probability

2. Introduction to Imprecise Probabilities

3. Nonparametric Predictive Category Selection for Multinomial Data

4. S. BinHimd, Nonparametric predictive methods for bootstrap and test reproducibility, Ph.D. thesis, Durham University, 2014. Available at www.npi-statistics.com.

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