Maheu, John M and Mccurdy, Thomas H <br/><br/>
How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? 
 2009 

 -  2009 
 - 95-112  V.  27  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economics & Statistics
<br/><br/><label>Subjects--Index Terms: </label>Bayesian learning;Density forecasts;Market returns;Model risk;Parameter uncertainty;Structural change;