C52 - Model Evaluation and Selection

Citations 1-4 of 4 total displayed.

Most recent content (1 May 2007):

Articles
Stock Return Predictability: Is it There?

Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707. [Abstract] [Full text] [PDF]  

Past content (since Apr 1991):

Articles
Nonparametric density estimation and tests of continuous time interest rate models

M Pritsker
Rev. Financ. Stud. 1998; 11: 449-487. [Abstract] [PDF]  

Articles
Dividend yields and expected stock returns: alternative procedures for inference and measurement

RJ Hodrick
Rev. Financ. Stud. 1992; 5: 357-386. [Abstract] [PDF]  

Articles
Tests of financial models in the presence of overlapping observations

M Richardson and T Smith
Rev. Financ. Stud. 1991; 4: 227-254. [Abstract] [PDF]