Stock and bond return predictability: the discrimination power of model selection criteria (Q959244): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.csda.2005.01.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2146775134 / rank | |||
Normal rank | |||
Revision as of 00:30, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock and bond return predictability: the discrimination power of model selection criteria |
scientific article |
Statements
Stock and bond return predictability: the discrimination power of model selection criteria (English)
0 references
11 December 2008
0 references
model selection
0 references
Akaike
0 references
Schwarz
0 references
stock return predictability
0 references
forecasting
0 references
asset pricing
0 references
factor model
0 references
risk model
0 references
bootstrap
0 references
Bayesian model selection
0 references
