A bayesian approach to testing the arbitrage pricing theory
| Year of publication: |
1991
|
|---|---|
| Authors: | McCulloch, Robert ; Rossi, Peter E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 49.1991, 1-2, p. 141-168
|
| Publisher: |
Elsevier |