An exact bayes test of asset pricing models with application to international markets
Doron Avramov; John C. Chao
| Year of publication: |
2006
|
|---|---|
| Authors: | Avramov, Doron ; Chao, John C. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 1, p. 293-324
|
| Subject: | CAPM | International | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Industrieländer | Industrialized countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003302005