Bayesian estimation of capital asset pricing models with many assets
Year of publication: |
1999
|
---|---|
Authors: | Smith, Michael S. ; Smith, Tom ; Kohn, Robert |
Publisher: |
Sydney, NSW : Dep. of Econometrics, Univ. of Sydney |
Subject: | CAPM | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Theorie | Theory |
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