Stock and bond return predictability: the discrimination power of model selection criteria

Rosario Dell’Aquila، نويسنده , , Elvezio Ronchetti، نويسنده ,

روزنامه با شماره پیاپی سال 2006

18

1478

1495

Factormodel , Risk model , Bayesian model selection , Model selection , Akaike , Schwarz , Stock return predictability , forecasting , Asset pricing , Bootstrap

Computational Statistics and Data Analysis

2006

Computational Statistics and Data Analysis

144956