Assessing systematic risk in the S&P500 index between 2000 and 2011: A Bayesian nonparametric approach
| Year of publication: |
2014-06-05
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| Authors: | Rodriguez, Abel ; Wang, Ziwei ; Kottas, Athanasios |
| Institutions: | Economics Department, University of California-Santa Cruz (UCSC) |
| Subject: | Social and Behavioral Sciences |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Economics, UCSC |
| Source: |
Persistent link: https://www.econbiz.de/10010843025