Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Year of publication: |
2018
|
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Authors: | Fisher, Mark ; Jensen, Mark J. |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Bayesian nonparametric analysis | change points | Dirichlet process | hierarchical priors | mutual fund performance |
Series: | Working Paper ; 2018-2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1015098843 [GVK] hdl:10419/200524 [Handle] |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: |
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark, (2018)
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
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Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
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Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors
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