Items where Author is "Sperlich, S."
Mammen, E., Nielsen, J. P. 
ORCID: 0000-0002-2798-0817, Scholz, M. & Sperlich, S. (2019).
Conditional variance forecasts for long-term stock returns.
Risks, 7(4),
article number 113.
doi: 10.3390/risks7040113
Scholz, M., Sperlich, S. & Nielsen, J. P. (2016). Nonparametric long term prediction of stock returns with generated bond yields. Insurance: Mathematics and Economics, 69(July 2), pp. 82-96. doi: 10.1016/j.insmatheco.2016.04.007
Scholz, M., Nielsen, J. P. & Sperlich, S. (2015). Nonparametric Prediction of Stock Returns Based on Yearly Data: The Long-Term View. Insurance: Mathematics and Economics, 65(Novemb), pp. 143-155. doi: 10.1016/j.insmatheco.2015.09.011
Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S. (2014). Further theoretical and practical insight to the do-validated bandwidth selector. Journal of the Korean Statistical Society, 43(3), pp. 355-365. doi: 10.1016/j.jkss.2013.11.001
Martinez-Miranda, M. D., Nielsen, J. P., Sperlich, S. & Verrall, R. J. (2013). Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem. Expert Systems with Applications, 40(14), pp. 5588-5603. doi: 10.1016/j.eswa.2013.04.006
Mammen, E., Martinez-Miranda, M. D., Nielsen, J. P. & Sperlich, S. (2011). Do-Validation for Kernel Density Estimation. Journal of the American Statistical Association, 106(494), pp. 651-660. doi: 10.1198/jasa.2011.tm08687
Miranda, M. D. M., Nielsen, J. P. & Sperlich, S. (2009). One Sided Crossvalidation for Density Estimation. In: Gregoriou, G.N. (Ed.), Operational Risk Towards Basel III: Best Practices and Issues in Modeling, Management and Regulation. (pp. 177-196). New Jersey: John Wiley and Sons.