How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?
Maheu, John M and Mccurdy, Thomas H
How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? 2009 - 2009 - 95-112 V. 27 Issue. 1
Economics & Statistics
Bayesian learning;Density forecasts;Market returns;Model risk;Parameter uncertainty;Structural change;
How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? 2009 - 2009 - 95-112 V. 27 Issue. 1
Economics & Statistics
Bayesian learning;Density forecasts;Market returns;Model risk;Parameter uncertainty;Structural change;