The predictability of stock market returns in South Africa: Parametric vs. non-parametric methods

Keyphrases

• Nonparametric Methods 100%
• Nonlinear Autoregressive Model 66%
• Mean Model 66%
• Conditional Heteroskedasticity 33%
• Stock Return Prediction 33%
• Distribution-free 33%
• Short-term Forecasting 33%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Conditional Heteroskedasticity 50%