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      Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

      Author(s): , ,
      Publication date Created:
      Journal: Review of Financial Studies
      Publisher: Oxford University Press (OUP)

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          Common risk factors in the returns on stocks and bonds

          Eugene Fama, Kenneth French (1993)
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            Computation and analysis of multiple structural change models

            Jushan Bai, Pierre Perron (2003)
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              Estimating and Testing Linear Models with Multiple Structural Changes

              Jushan Bai, Pierre Perron (1998)
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                Author and article information

                Journal
                Title: Review of Financial Studies
                Abbreviated Title: Rev. Financ. Stud.
                Publisher: Oxford University Press (OUP)
                ISSN (Print): 0893-9454
                ISSN (Electronic): 1465-7368
                Publication date Created: January 22 2010
                Publication date (Print): February 11 2010
                Volume: 23
                Issue: 2
                Pages: 821-862
                Article
                DOI: 10.1093/rfs/hhp063
                SO-VID: 3b46832f-3124-48e6-b649-933f97ac8ac7
                Copyright © © 2010
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