Stock and bond return predictability: the discrimination power of model selection criteria (Q959244)
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scientific article; zbMATH DE number 5381638
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| English | Stock and bond return predictability: the discrimination power of model selection criteria |
scientific article; zbMATH DE number 5381638 |
Statements
Stock and bond return predictability: the discrimination power of model selection criteria (English)
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11 December 2008
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model selection
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Akaike
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Schwarz
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stock return predictability
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forecasting
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asset pricing
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factor model
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risk model
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bootstrap
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Bayesian model selection
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0.7247428894042969
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0.7122905850410461
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0.707811713218689
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0.7038512229919434
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