Open AccessThe "Out of Sample" Performance of Long-run Risk Models
Author(s) -
Wayne Ferson,
Suresh Nallareddy,
Biqin Xie
Publication year - 2012
Language(s) - English
Resource type - Reports
DOI - 10.3386/w17848
Subject(s) - sample (material) , computer science , econometrics , mathematics , chemistry , chromatography