A Bayesian approach to testing the arbitrage pricing theory
Year of publication: |
1989
|
---|---|
Authors: | McCulloch, Robert E. ; Rossi, Peter E. |
Publisher: |
Chicago, IL : Univ. of Chicago, Graduate School of Business [u.a.] |
Subject: | CAPM | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Arbitrage Pricing | Arbitrage pricing |
-
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D., (2015)
-
Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey, (2019)
-
Kapitalmarktmodelle und Aktienbewertung : eine statistisch-ökonometrische Analyse
Kosfeld, Reinhold, (1996)
- More ...
-
McCulloch, Robert E., (2000)
-
Bayesian statistics and marketing
Rossi, Peter E., (2006)
-
A Direct Approach to Data Fusion
Gilula, Zvi, (2006)
- More ...