Which model, CAPM or Fama-French, has the smaller value of AIC? Which has the smaller value of

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Which model, CAPM or Fama-French, has the smaller value of AIC? Which has the smaller value of BIC? What do you conclude from this?

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Statistics And Data Analysis For Financial Engineering

ISBN: 9781461427490

1st Edition

Authors: David Ruppert

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Question Posted: Jun 24, 2016 06:31 AM

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Which model, CAPM or Fama-French, has the smaller value of AIC? Which has the smaller value of

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The AIC and BIC between the two models is giv...View the full answer

Statistics And Data Analysis For Financial Engineering

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